A new approximate point optimal test of a composite null hypothesis

DOI10.1016/J.JECONOM.2004.08.020zbMATH Open1337.62226OpenAlexW2004391227MaRDI QIDQ269396FDOQ269396

Authors: Sivagowry Sriananthakumar, Maxwell L. King 

Publication date: 18 April 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.08.020

Recommendations

• scientific article; zbMATH DE number 4184659
• Most mean powerful test of a composite null against a composite alternative
• Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
• scientific article; zbMATH DE number 125636
• scientific article; zbMATH DE number 4064250

zbMATH Keywords

composite hypothesesgeneralized Neyman-Pearson lemmamaximal invariantpoint optimal testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm—Corrigenda for this article is available here
• Global optimization of statistical functions with simulated annealing
• Title not available (Why is that?)
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• A point optimal test for autoregressive disturbances
• Testing for autoregressive against moving average errors in the linear regression model
• Spurious regressions in econometrics
• Error Mis-Specification and Spurious Regressions
• Testing for ar(1) against ima(1,1) disturbances in the linear regression model
• Title not available (Why is that?)

Cited In (4)

• Title not available (Why is that?)
• Testing for a trend with persistent errors
• Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
• Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional

This page was built for publication: A new approximate point optimal test of a composite null hypothesis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q269396)