Abstract
In this paper, we develop a methodology for testing the hypothesis that the true value of a parameter lies in the union of multiple cones against the alternative that it does not. We propose a test statistic for such problems and derive its novel asymptotic null distribution. The least favourable asymptotic null value and the corresponding least favourable asymptotic null distribution are obtained. The proposed test is uniformly more powerful than conventional tests discussed in the literature. Some illustrative examples are provided and a simulation study evaluating its performance is presented.
Original language | English |
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Pages (from-to) | 45-66 |
Number of pages | 22 |
Journal | Statistics and Applications |
Volume | 22 |
Issue number | 3 |
State | Published - 2024 |
Bibliographical note
Publisher Copyright:© 2024, Society of Statistics, Computer and Applications. All rights reserved.
Keywords
- Asymptotic Distribution
- Convex Cones
- Hypothesis Testing
- Least Favourable Configuration
ASJC Scopus subject areas
- Statistics and Probability