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Asymptotic Tests for Composite Hypotheses by Ivan is a document available to read on EtoBox.

This document summarizes a working paper about testing composite hypotheses, specifically when the null hypothesis is characterized by multiple linear inequalities. The paper proposes a new testing procedure that incorporates additional sample information to avoid conservative bounds used in standard tests. This leads to tests with better power properties. A "similarity condition" is introduced that is necessary for asymptotic tests of composite hypotheses to be unbiased. For testing multiple inequaliti

Author

Ivan

Language

EN