• Media type: E-Article
  • Title: The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter
  • Contributor: Zaman, Arif [Author]; Zaman, Asad [Author]; Rehman, Atiq-ur- [Author]
  • imprint: Ankara: Econometric Research Association (ERA), 2017
  • Language: English
  • DOI: https://doi.org/10.33818/ier.319909
  • ISSN: 1308-8815
  • Keywords: C12 ; Stringent Test ; Power Envelope ; Location Parameter
  • Origination:
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  • Description: 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
  • Access State: Open Access
  • Rights information: Attribution - Non Commercial - No Derivs (CC BY-NC-ND) Attribution - Non Commercial - No Derivs (CC BY-NC-ND)