منابع مشابه
Multistage Tests ofMultiple Hypotheses
Conventional multiple hypothesis tests use step-up, step-down, or closed testing methods to control the overall error rates. We will discuss marrying these methods with adaptive multistage sampling rules and stopping rules to perform efficient multiple hypothesis testing in sequential experimental designs. The result is a multistage step-down procedure that adaptively tests multiple hypotheses ...
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Genomic methods have made statistical multiple-test methods important to geneticists and molecular biologists. These tests apply to identification of quantitative trait loci and measurement of changes in RNA or DNA abundance by microarray methods. Recently developed multiple-test methods provide more statistical power when many of the tested null hypotheses are false. At the same time, these me...
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We investigate the expectations hypotheses of the term structure of interest rates and of the foreign exchange market using vector autoregressive methods for U.S. dollar, Deutsche mark, and British pound interest rates and exchange rates. We examine Wald, Lagrange multiplier, and distance metric tests by iterating on approximate solutions that require only matrix inversions. Bias-corrected, con...
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The size of the bootstrap test of hypotheses is studied for the normal and exponential one and two-sample problems. It is found that the size depends not only on the problem, but on the choice of test statistic and the nominal level. In some special cases, the bootstrap test is UMP, but in other cases, it can be totally useless, such as being completely randomized or rejecting the null hypothes...
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Motivated by the problem of testing tetrad constraints in factor analysis, we study the large-sample distribution of Wald statistics at parameter points at which the gradient of the tested constraint vanishes. When based on an asymptotically normal estimator, the Wald statistic converges to a rational function of a normal random vector. The rational function is determined by a homogeneous polyn...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2010
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610920802592852