SOME ESTIMATE PROCEDURES WITH A NONPARAMETRIC PRELIMINARY TEST II

Remarks on Nonparametric Test Procedures in Change Point Analysis

The paper concerns nonparametric test procedures for detection of a change in the distribution of a sequence independent observations Their limit properties are presented. 2000 Mathematical Subject Class: 62G20, 62E20, 60G10

Shrinkage Preliminary Test Estimation under a Precautionary Loss Function with Applications on Records and Censored Ddata

Shrinkage preliminary test estimation in exponential distribution under a precautionary loss function is considered. The minimum risk-unbiased estimator is derived and some shrinkage preliminary test estimators are proposed. We apply our results on censored data and records. The relative efficiencies of proposed estimators with respect to the minimum ‎risk-unbiased‎&...

A Nonparametric Test of Exogeneity

This paper presents a test for exogeneity of explanatory variables that minimizes the need for auxiliary assumptions that are not required by the definition of exogeneity. It concerns inference about a non-parametric function g that is identified by a conditional moment restriction involving instrumental variables (IV). A test of the hypothesis that g is the mean of a random variable Y conditio...

I I Simultaneous Test Procedures - Some Theory of Multiple Comparisons

Some invariant test procedures for detection of structural changes

Regressionand scale-invariant M-test procedures for detection of structural changes in linear regression model was developed and their limit behavior under the null hypothesis was studied in Huskova [9] In the present paper the limit behavior under local alternatives is studied. More precisely, it is shown that under local alternatives the considered test statistics have asymptotically normal d...