Towards data driven selection of a penalty function for data driven Neyman tests

Linear Algebra and Its Applications

Volumn 417, Issue 1 SPEC. ISS., 2006, Pages 124-133

  Inglot, Tadeusz ^a   Ledwina, Teresa ^a  

^a INSTITUTE OF MATHEMATICS   (Poland)

Author keywords

Akaike criterion; Asymptotic optimality; Data driven test; Goodness of fit; Neyman test; Power comparison; Schwarz selection rule

Indexed keywords

DATA REDUCTION; FUNCTIONS; LARGE SCALE SYSTEMS; MATHEMATICAL MODELS;

AKAIKE CRITERION; ASYMPTOTIC OPTIMALITY; DATA DRIVEN TESTS; GOODNESS OF FIT; NEYMAN TEST; POWER COMPARISON; SCHWARZ SELECTION RULE;

STATISTICAL METHODS;

EID: 33745494512     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.laa.2005.10.023     Document Type: Article

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