scholarly journals Optimal tests for elliptical symmetry: Specified and unspecified location

Bernoulli ◽  
2021 ◽  
Vol 27 (4) ◽  
Author(s):  
Slađana Babić ◽  
Laetitia Gelbgras ◽  
Marc Hallin ◽  
Christophe Ley
Keyword(s):  
Optimal Tests ◽  
Elliptical Symmetry

Algorithm for generating optimal tests for exclusive-or networks

1991 ◽  
Vol 138 (2) ◽  
pp. 93 ◽  
Author(s):  
W.H. Debany ◽  
C.R.P. Hartmann ◽  
T.J. Snethen
Keyword(s):  
Optimal Tests ◽  
Exclusive Or

ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES

2014 ◽  
Vol 31 (3) ◽  
pp. 539-559 ◽  
Author(s):  
I. Gaia Becheri ◽  
Feike C. Drost ◽  
Ramon van den Akker
Keyword(s):  
Unit Root ◽  
Generalized Least Squares ◽  
Applied Economics ◽  
Unit Root Tests ◽  
Finite Sample ◽  
Asymptotic Power ◽  
Optimal Tests ◽  
Independent Panel ◽  
Local Asymptotic Power ◽  
Uniformly Most Powerful

In a Gaussian, heterogeneous, cross-sectionally independent panel with incidental intercepts, Moon, Perron, and Phillips (2007, Journal of Econometrics 141, 416–459) present an asymptotic power envelope yielding an upper bound to the local asymptotic power of unit root tests. In case of homogeneous alternatives this envelope is known to be sharp, but this paper shows that it is not attainable for heterogeneous alternatives. Using limit experiment theory we derive a sharp power envelope. We also demonstrate that, among others, one of the likelihood ratio based tests in Moon et al. (2007, Journal of Econometrics 141, 416–459), a pooled generalized least squares (GLS) based test using the Breitung and Meyer (1994, Applied Economics 25, 353–361) device, and a new test based on the asymptotic structure of the model are all asymptotically UMP (Uniformly Most Powerful). Thus, perhaps somewhat surprisingly, pooled regression-based tests may yield optimal tests in case of heterogeneous alternatives. Although finite-sample powers are comparable, the new test is easy to implement and has superior size properties.

scholarly journals Testing for spherical and elliptical symmetry

2020 ◽  
Vol 180 ◽  
pp. 104667 ◽  
Author(s):  
Isaia Albisetti ◽  
Fadoua Balabdaoui ◽  
Hajo Holzmann
Keyword(s):  
Elliptical Symmetry

scholarly journals A class of optimal tests for symmetry based on local Edgeworth approximations

Bernoulli ◽  
2011 ◽  
Vol 17 (3) ◽  
pp. 1063-1094 ◽  
Author(s):  
Delphine Cassart ◽  
Marc Hallin ◽  
Davy Paindaveine
Keyword(s):  
Optimal Tests ◽  
Tests For Symmetry

scholarly journals Computing Optimal Tests for Non-deterministic Systems Using DNNF Graphs

2009 ◽  
Vol 253 (2) ◽  
pp. 87-99 ◽  
Author(s):  
Anika Schumann ◽  
Martin Sachenbacher ◽  
Jinbo Huang
Keyword(s):  
Deterministic Systems ◽  
Optimal Tests

scholarly journals On Multiple Hypotheses LAO Testing With Rejection of Decision for Two Dependent Objects

2018 ◽  
pp. 110-114
Author(s):  
Evgueni Haroutunian ◽  
Aram Yesayan ◽  
Narine Harutyunyan
Keyword(s):  
Hypotheses Testing ◽  
Asymptotically Optimal ◽  
Discrete Probability ◽  
Multiple Hypotheses ◽  
Optimal Tests ◽  
The Matrix ◽  
Statistical Hypotheses ◽  
Asymptotically Optimal Tests ◽  
Error Probabilities ◽  
Statistical Hypotheses Testing

Multiple statistical hypotheses testing with possibility of rejecting of decisionis considered for model consisting of two dependent objects characterized by joint discrete probability distribution. The matrix of error probabilities exponents (reliabilities) of asymptotically optimal tests is studied.

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