Interval-Based Hypothesis Testing and Its Applications to Economics and Finance
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- Pankaj Agrrawal, 2023. "The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on Its Trigonometric Properties," Mathematics, MDPI, vol. 11(9), pages 1-19, May.
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Keywords
equivalence; minimum-effect; non-inferiority; point-null hypothesis testing; zero probability paradox;All these keywords.
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