Cilt 9, Sayı 1, Sayfalar 1 - 18

The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter

Atiq Rehman [1] , Arif Zaman [2] , Asad Zaman [3]

35 44

Strategies for comparison of alternative tests do not receive much attention in econometrics. The purpose of this paper is to introduce the concept of stringency and illustrate it in the context of a very simple hypothesis testing problem. Systematic use of this concept can be very helpful in evaluating relative performance of tests. 

Power Envelope,Location Parameter,Stringent Test
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Konular Ekonomi ve İşletme
Dergi Bölümü Makaleler
Yazarlar

Yazar: Atiq Rehman
E-posta: ateeqmzd@gmail.com
Ülke: Pakistan


Yazar: Arif Zaman
E-posta: arifz@lums.edu.pk
Kurum: Lahore University of Management Science, Lahore
Ülke: Pakistan


Yazar: Asad Zaman
E-posta: asadzaman@alum.mit.edu
Ülke: Pakistan


Bibtex @araştırma makalesi { ier319909, journal = {International Econometric Review}, issn = {1308-8793}, address = {Ekonometrik Araştırmalar Derneği}, year = {}, volume = {9}, pages = {1 - 18}, doi = {}, title = {The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter}, language = {en}, key = {cite}, author = {Rehman, Atiq and Zaman, Asad and Zaman, Arif} }
APA Rehman, A , Zaman, A , Zaman, A . (). The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter. International Econometric Review, 9 (1), 1-18. Retrieved from http://dergipark.gov.tr/ier/issue/30421/319909
MLA Rehman, A , Zaman, A , Zaman, A . "The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter". International Econometric Review 9 (): 1-18 <http://dergipark.gov.tr/ier/issue/30421/319909>
Chicago Rehman, A , Zaman, A , Zaman, A . "The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter". International Econometric Review 9 (): 1-18
RIS TY - JOUR T1 - The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter AU - Atiq Rehman , Arif Zaman , Asad Zaman Y1 - 2017 PY - 2017 N1 - DO - T2 - International Econometric Review JF - Journal JO - JOR SP - 1 EP - 18 VL - 9 IS - 1 SN - 1308-8793-1308-8815 M3 - UR - Y2 - 2017 ER -
EndNote %0 International Econometric Review The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter %A Atiq Rehman , Arif Zaman , Asad Zaman %T The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter %D 2017 %J International Econometric Review %P 1308-8793-1308-8815 %V 9 %N 1 %R %U