Hypothesis Testing

  • Wolfgang Karl HärdleEmail author
  • Léopold Simar


In the preceding chapter, the theoretical basis of estimation theory was presented. Now, we turn our interest toward testing issues: we want to test the hypothesis \(H_0\) that the unknown parameter \(\theta \) belongs to some subspace of \(\mathbb {R}^q\). This subspace is called the null set and will be denoted by \(\varOmega _0 \subset \mathbb {R}^q\).


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Authors and Affiliations

  1. 1.Ladislaus von Bortkiewicz Chair of StatisticsHumboldt-Universität zu BerlinBerlinGermany
  2. 2.Institute of Statistics, Biostatistics and Actuarial SciencesUniversité Catholique de LouvainLouvain-la-NeuveBelgium

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