IDEAS home Printed from https://ideas.repec.org/a/bpj/strimo/v22y2004i2-2004p83-108n5.html
   My bibliography  Save this article

Local maximin properties of tests in Gaussian shift experiments

Author

Listed:
  • Dencker Peter
  • Liese Friedrich

Abstract

The local behavior of the power of weighted χ2-tests and Bayes tests is studied for simple null hypothesis in Gaussian shift experiments. A second order expansion of the power function is given. This expansion provides a shrinking family of ellipsoids (δE)0

Suggested Citation

  • Dencker Peter & Liese Friedrich, 2004. "Local maximin properties of tests in Gaussian shift experiments," Statistics & Risk Modeling, De Gruyter, vol. 22(2/2004), pages 83-108, February.
    • Handle: RePEc:bpj:strimo:v:22:y:2004:i:2/2004:p:83-108:n:5
    DOI: 10.1524/stnd.22.2.83.49127
    as

    Download full text from publisher

    File URL: https://doi.org/10.1524/stnd.22.2.83.49127
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.
    File URL: https://libkey.io/10.1524/stnd.22.2.83.49127?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Unknown, 2000. "Back Matter," Food Review/ National Food Review, United States Department of Agriculture, Economic Research Service, vol. 23(1), pages 1-2.
    2. Unknown, 2000. "Back Matter," Food Review/ National Food Review, United States Department of Agriculture, Economic Research Service, vol. 23(2), pages 1-2.
    3. Unknown, 2001. "Back Matter," SS-AAEA Journal of Agricultural Economics, Agricultural and Applied Economics Association, pages 1-4.
    4. Neuhaus, Georg, 1976. "Asymptotic power properties of the Cramér-von Mises test under contiguous alternatives," Journal of Multivariate Analysis, Elsevier, vol. 6(1), pages 95-110, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ward, Eric J., 2008. "A review and comparison of four commonly used Bayesian and maximum likelihood model selection tools," Ecological Modelling, Elsevier, vol. 211(1), pages 1-10.
    2. Bauder, David & Bodnar, Taras & Parolya, Nestor & Schmid, Wolfgang, 2020. "Bayesian inference of the multi-period optimal portfolio for an exponential utility," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
    3. Le, Tri & Clarke, Bertrand, 2016. "Using the Bayesian Shtarkov solution for predictions," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 183-196.
    4. Alexander Karlsson & Björn Hammarfelt & H. Joe Steinhauer & Göran Falkman & Nasrine Olson & Gustaf Nelhans & Jan Nolin, 2015. "Modeling uncertainty in bibliometrics and information retrieval: an information fusion approach," Scientometrics, Springer;Akadémiai Kiadó, vol. 102(3), pages 2255-2274, March.
    5. Hosack, Geoffrey R. & Hayes, Keith R. & Barry, Simon C., 2017. "Prior elicitation for Bayesian generalised linear models with application to risk control option assessment," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 351-361.
    6. McGree, J.M., 2017. "Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 207-225.
    7. Gneiting, Tilmann, 2011. "Making and Evaluating Point Forecasts," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 746-762.
    8. Zhaolin Hu & Jing Cao & L. Jeff Hong, 2012. "Robust Simulation of Global Warming Policies Using the DICE Model," Management Science, INFORMS, vol. 58(12), pages 2190-2206, December.
    9. Fry, John & Binner, Jane M., 2016. "Elementary modelling and behavioural analysis for emergency evacuations using social media," European Journal of Operational Research, Elsevier, vol. 249(3), pages 1014-1023.
    10. Dante Amengual & Marine Carrasco & Enrique Sentana, 2017. "Testing Distributional Assumptions Using a Continuum of Moments," Working Papers wp2018_1709, CEMFI.
    11. T. Fischer & U. Kamps, 2013. "Power maps in goodness-of-fit testing," Computational Statistics, Springer, vol. 28(3), pages 1365-1382, June.
    12. Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020. "Testing distributional assumptions using a continuum of moments," Journal of Econometrics, Elsevier, vol. 218(2), pages 655-689.
    13. Song, Kyungchul, 2010. "Testing semiparametric conditional moment restrictions using conditional martingale transforms," Journal of Econometrics, Elsevier, vol. 154(1), pages 74-84, January.
    14. Glimm, Ekkehard & Läuter, Jürgen, 2003. "On the admissibility of stable spherical multivariate tests," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 254-265, August.
    15. Juan Carlos Escanciano, 2005. "On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions," Faculty Working Papers 07/05, School of Economics and Business Administration, University of Navarra.
    16. Escanciano, J. Carlos & Lobato, Ignacio N., 2009. "An automatic Portmanteau test for serial correlation," Journal of Econometrics, Elsevier, vol. 151(2), pages 140-149, August.
    17. Escanciano, J. Carlos & Velasco, Carlos, 2006. "Generalized spectral tests for the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 134(1), pages 151-185, September.
    18. Juan Carlos Escanciano, 2004. "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers 13/04, School of Economics and Business Administration, University of Navarra.
    19. Rahnenführer Jörg, 2003. "On preferences of general two-sided tests with applications to Kolmogorov–Smirnov-type tests," Statistics & Risk Modeling, De Gruyter, vol. 21(2/2003), pages 149-170, February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:strimo:v:22:y:2004:i:2/2004:p:83-108:n:5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.