Testing statistical hypotheses.
This is a revised and expanded version of the well-known second edition from 1986; see the review Zbl 0608.62020. The present volume is divided into two parts. Part I (chapters 1--10) treats small-sample theory, while Part II (chapters 11--15) treats large-sample theory. The fist part covers more or less the related body of the text of the second edition. Some material found there, especially the chapter on multivariate linear hypotheses, has been eliminated in order to make room for additions as most of Part II and the new chapter 9 on a comprehensive treatment of multiple testing including some recent optimality results. Various large-sample considerations that in the second edition were discussed in earlier chapters now have been moved to Part II `Large-Sample Theory', especially to chapter 11. Chapters 11 and 12 present the large-sample tools needed for treating asymptotic optimality in chapter 13. These tools are are also used in chapter 14 to give a much fuller treatment of tests of goodness of fit than was given in the 2nd edition, and in chapter 15 an introduction to bootstrap and related techniques is provided. Every chapter is supplemented with a rich collection of problems and notes about historic development and hints to the literature. The third edition of `Testing Statistical Hypotheses' brings it into consonance with the second edition of its companion volume on point estimation [\textit{E. L. Lehmann} and \textit{G. Casella}, Theory of point estimation. 2nd ed. (1998; Zbl 0916.62017)]. The exposition is clear and sufficiently rigorous. As was stated in the review of the second edition, much of the first part of the book can be read without knowledge of measure theory although familiarity with it will be of much help. But the second part is more demanding. With this edition, `Testing Statistical Hypotheses' will undoubtedly continue to be the standard graduate level textbook on statistical testing.
- Permutation, parametric and bootstrap tests of hypotheses.
- Theory of point estimation.
- Testing statistical hypotheses. In 2 volumes
- scientific article; zbMATH DE number 3885089
- scientific article; zbMATH DE number 2246227
- scientific article; zbMATH DE number 556057
- On Large-Sample Estimation and Testing in Parametric Models
- scientific article; zbMATH DE number 3984308
- scientific article; zbMATH DE number 4041044
- Robustness of multiple testing procedures against dependence
- Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model
- Entropy-based spectrum sensing in cognitive radio
- Partitioning \(k\) multivariate normal populations according to equivalence with respect to a standard vector
- Sensitivity analysis for stratified comparisons in an observational study of the effect of smoking on homocysteine levels
- Control of the false discovery rate under dependence using the bootstrap and subsampling
- Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling
- Markov models for digraph panel data: Monte Carlo-based derivative estimation
- Robust hypothesis tests for independence in community assembly
- Regions of alternatives with high and low power for goodness-of-fit tests
- A maximum likelihood method for the incidental parameter problem
- K-sample subsampling in general spaces: the case of independent time series
- Optimal rates for independence testing via U-statistic permutation tests
- Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation
- A Simple Algorithm for Exact Multinomial Tests
- Choosing a dynamic common factor as a coincident index
- A higher-order LQ decomposition for separable covariance models
- Permutation p-value approximation via generalized Stolarsky invariance
- Control of generalized error rates in multiple testing
- Statistical procedures for the market graph construction
- On Pareto-optimal reinsurance with constraints under distortion risk measures
- Significance testing in non-sparse high-dimensional linear models
- Global evidence on the distribution of firm growth rates
- Optimal multilevel matching using network flows: an application to a summer reading intervention
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
- Optimal decision for the market graph identification problem in a sign similarity network
- Uncertainty quantification for the family-wise error rate in multivariate copula models
- How risky is the optimal portfolio which maximizes the Sharpe ratio?
- Hypothesis testing for high-dimensional multinomials: a selective review
- A wild bootstrap approach for nonparametric repeated measurements
- Parsimonious and powerful composite likelihood testing for group difference and genotype-phenotype association
- A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
- Confidence intervals for the ratio of two Poisson rates under one-way differential misclassification using double sampling
- Hotelling's \(T^2\) in separable Hilbert spaces
- Necessary and sufficient conditions for consistent root reconstruction in Markov models on trees
- Comparing distributions by multiple testing across quantiles or CDF values
- Mixed-scale jump regressions with bootstrap inference
- On consistent hypothesis testing
- Perfect ranking test in moving extreme ranked set sampling
- Distortion risk measures, ROC curves, and distortion divergence
- On the asymptotic efficiency of tests in hypothesis testing problems
- Integrated quantile functions: properties and applications
- Confidence distributions and related themes
- Fiducial, confidence and objective Bayesian posterior distributions for a multidimensional parameter
- The general structure of evidence factors in observational studies
- Contemporary frequentist views of the 2 2 binomial trial
- The Jeffreys-Lindley paradox and discovery criteria in high energy physics
- On APF test for Poisson process with shift and scale parameters
- Testing multivariate scatter parameter in elliptical model based on forward search method
- ePCA: high dimensional exponential family PCA
- Applications of conditional power function of two-sample permutation test
- Four simple axioms of dependence measures
- Uniformly most powerful test with two-dimensional minimal sufficient statistic
- Subvector inference when the true parameter vector may be near or at the boundary
- Nearly weighted risk minimal unbiased estimation
- Testing for randomness in a random coefficient autoregression model
- New tests of uniformity on the compact classical groups as diagnostics for weak-\(^{*}\) mixing of Markov chains
- Accessing the power of tests based on set-indexed partial sums of multivariate regression residuals
- Free-coordinate estimation for doubly multivariate data
- Detecting Markov random fields hidden in white noise
- Asymptotic theory in model diagnostic for general multivariate spatial regression
- Permutation, parametric and bootstrap tests of hypotheses.
- Measures of uncertainty in market network analysis
- Effect of localization, length and orientation of chondrocytic primary cilium on murine growth plate organization
- Hybrid schemes for exact conditional inference in discrete exponential families
- Forecaster's dilemma: extreme events and forecast evaluation
- The impact and interplay of long and short branches on phylogenetic information content
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap
- Variable selection with Hamming loss
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
- Uniformly most powerful unbiased test for shoulder condition in point transect sampling
- Goodness-of-fit and sufficiency: exact and approximate tests
- Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series
- The exp-\(G\) family of probability distributions
- Optimal significance analysis of microarray data in a class of tests whose null statistic can be constructed
- Minimum \(\phi\)-divergence estimation in misspecified multinomial models
- On the Cramér-von Mises test with parametric hypothesis for Poisson processes
- Nonparametric tests for stochastic ordering
- The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables
- Estimation of the Shannon's entropy of several shifted exponential populations
- Long range search for maximum likelihood in exponential families
- Admissible, consistent multiple testing with applications including variable selection
- Multiple testing in ordinal data models
- Fiducial theory and optimal inference
- Using labeled data to evaluate change detectors in a multivariate streaming environment
- Slightly more births at full moon
- Optimal tests for elliptical symmetry: specified and unspecified location
- A test for multivariate location parameter in elliptical model based on forward search method
- Robust multivariate nonparametric tests via projection averaging
- Increasing the power of specification tests
- Order estimation of 2-dimensional complex superimposed exponential signal model using exponentially embedded family (EEF) rule: large sample consistency properties
- Refinements of the Kiefer-Wolfowitz theorem and a test of concavity
- An urn model to construct an efficient test procedure for response adaptive designs
- Subspace rotations for high-dimensional outlier detection
- Cyber claim analysis using generalized Pareto regression trees with applications to insurance
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
- Only closed testing procedures are admissible for controlling false discovery proportions
- Interpoint distance based two sample tests in high dimension
- Valid \(p\)-values and expectations of \(p\)-values revisited
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