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Item Type Article
ID
AA10715861-00000177-0001  
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AA10715861-00000177-0001.pdf
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Last updated :Nov 24, 2023
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Title
Title Optimal testing in a class of nonregular models  
Kana  
Romanization  
Other Title
Title  
Kana  
Romanization  
Creator
Name Shimizu, Yuya  
Kana  
Romanization  
Affiliation Department of Economics, University of Wisconsin, Madison  
Affiliation (Translated)  
Role  
Link  

Name 大津, 泰介  
Kana オオツ, タイスケ  
Romanization Otsu, Taisuke  
Affiliation Department of Economics, London School of Economics; 慶應義塾大学産業研究所  
Affiliation (Translated) Keio Economic Observatory  
Role  
Link  
Edition
 
Place
Tokyo  
Publisher
Name Keio Economic Observatory Sangyo Kenkyujo  
Kana  
Romanization  
Date
Issued (from:yyyy) 2023  
Issued (to:yyyy)  
Created (yyyy-mm-dd)  
Updated (yyyy-mm-dd)  
Captured (yyyy-mm-dd)  
Physical description
16, 26 p.  
Source Title
Name KEO discussion paper  
Name (Translated)  
Volume  
Issue 177  
Year 2023  
Month 10  
Start page  
End page  
ISSN
 
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DOI
URI
JaLCDOI
10.14991/004.00000177-0001
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Doctoral dissertation
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Abstract
This paper studies optimal hypothesis testing for nonregular statistical models with parameter-dependent support. We consider both one-sided and two-sided hypothesis testing and develop asymptotically uniformly most powerful tests based on the likelihood ratio process. The proposed one-sided test involves randomization to achieve asymptotic size control, some tuning constant to avoid discontinuities in the limiting likelihood ratio process, and a user-specified alternative hypothetical value to achieve the asymptotic optimality. Our two-sided test becomes asymptotically uniformly most powerful without imposing further restrictions such as unbiasedness. Simulation results illustrate desirable power properties of the proposed tests.
 
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Language
英語  
Type of resource
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Genre
Technical Report  
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Nov 24, 2023 13:44:49  
Creation date
Nov 24, 2023 13:44:10  
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Nov 24, 2023    インデックス を変更
Nov 24, 2023    Creator Name,Creator Kana,Creator Romanization,Creator Affiliation,Creator Affiliation (Translated),Creator Role,Creator Link を変更
 
Index
/ Public / Keio Economic Observatory(KEO) / KEO discussion paper / 101-102, 104-108, 110-119, 121-144, 147-149, 152, 155-156, 158-162, 164-168, 170, 173, 175, 177-179, 181
 
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