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Hypothesis Testing

  • Wolfgang Karl HärdleEmail author
  • Léopold Simar
Chapter

Abstract

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 \(\varOmega _0 \subset \mathbb {R}^q\).

References

  1. R.D. Bock, Multivariate Statistical Methods In Behavioral Research (Mc Graw-Hill, New York, 1975)zbMATHGoogle Scholar
  2. D.F. Morrison, Multivariate Statistical Methods (McGraw-Hill, New York, 1990a)Google Scholar
  3. I. Olkin, M. Veath, Maximum likelihood estimation in a two-way analysis with correlated errors in one classification. Biometrika 68, 653–660 (1980)MathSciNetCrossRefGoogle Scholar

Copyright information

© Springer Nature Switzerland AG 2019

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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