Asymptotic theory of integrated conditional moment tests

Article Abstract:

An analysis of the test statistic of an integrated conditional moment test reveals that the resulting asymptotic distribution has nontrivial local power and that the test is more powerful than the parametric test for a class of large local alternatives. The study also reveals that there is no test more powerful than the one presented in a case where normal errors in the test are assumed asymptotically admissible.

Computer networks, Testing, Neural networks, Statistics, Statistics (Data), Nonlinear theories, Time-series analysis, Time series analysis

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Sharing beliefs: between agreeing and disagreeing

Article Abstract:

A person will bet upon an outcome if they are sure of the information they have received.

France, Tests, problems and exercises, Bayesian statistical decision theory, Bayesian analysis

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Robust Wald tests in SUR systems with adding-up restrictions

Article Abstract:

The invariance of the robust Wald statistic is established.

United States, Methods, Robust statistics, Robustness (Statistics), Statistical hypothesis testing

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