Hypothesis Testing for a Functional Parameter via Self-Normalization

Mathematics

• Statistical Hypothesis Testing 100%
• Composite Hypothesis 100%
• Time Series Analysis 100%
• Test Statistic 50%
• Testing Problem 50%
• Supplementary Material 50%
• Null 50%
• Limiting Distribution 50%
• Free Parameter 50%
• Spectral Distribution 50%
• Power Function 50%
• Time Reversibility 50%
• Simple Hypothesis 50%
• Simple Null Hypothesis 50%
• Cumulative Distribution Function 50%
• Time Series 50%
• Composite Null Hypothesis 50%

Keyphrases

• Hypothesis Testing 100%
• Functional Parameters 100%
• Self-normalization 100%
• Sample Splitting 60%
• The Self 40%
• Normalization Method 40%
• Composite Hypothesis 40%
• Non-parametric Approach 20%
• Test Statistic 20%
• Function Test 20%
• Time Reversibility 20%
• Numerical Simulation 20%
• Power Function 20%
• Standardized Definitions 20%
• Tuning Parameter 20%
• Finite Sample Performance 20%
• Series Analysis 20%
• Testing Problem 20%
• Simple Assumptions 20%
• Temporal Dependence 20%
• Power Performance 20%
• Limiting Distribution 20%
• Parameter-free 20%
• Finite-dimensional 20%
• Bandwidth Parameter 20%
• Multivariate Time Series 20%
• Cumulative Distribution Function 20%
• Local Alternatives 20%
• Dimensional Parameters 20%
• Spectral Distribution 20%
• Competitive Power 20%
• Block Bootstrapping 20%
• Composite null Hypothesis 20%