Dissertations / Theses: 'Tests of hypothesis'

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Vilela, Lucas Pimentel. "Hypothesis testing in econometric models." reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/18249.

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This thesis contains three chapters. The first chapter considers tests of the parameter of an endogenous variable in an instrumental variables regression model. The focus is on one-sided conditional t-tests. Theoretical and numerical work shows that the conditional 2SLS and Fuller t-tests perform well even when instruments are weakly correlated with the endogenous variable. When the population F-statistic is as small as two, the power is reasonably close to the power envelopes for similar and non-similar tests which are invariant to rotation transformations of the instruments. This finding is surprising considering the poor performance of two-sided conditional t-tests found in Andrews, Moreira, and Stock (2007). These tests have bad power because the conditional null distributions of t-statistics are asymmetric when instruments are weak. Taking this asymmetry into account, we propose two-sided tests based on t-statistics. These novel tests are approximately unbiased and can perform as well as the conditional likelihood ratio (CLR) test. The second and third chapters are interested in maxmin and minimax regret tests for broader hypothesis testing problems. In the second chapter, we present maxmin and minimax regret tests satisfying more general restrictions than the alpha-level and the power control over all alternative hypothesis constraints. More general restrictions enable us to eliminate trivial known tests and obtain tests with desirable properties, such as unbiasedness, local unbiasedness and similarity. In sequence, we prove that both tests always exist and under suficient assumptions, they are Bayes tests with priors that are solutions of an optimization problem, the dual problem. In the last part of the second chapter, we consider testing problems that are invariant to some group of transformations. Under the invariance of the hypothesis testing, the Hunt-Stein Theorem proves that the search for maxmin and minimax regret tests can be restricted to invariant tests. We prove that the Hunt-Stein Theorem still holds under the general constraints proposed. In the last chapter we develop a numerical method to implement maxmin and minimax regret tests proposed in the second chapter. The parametric space is discretized in order to obtain testing problems with a finite number of restrictions. We prove that, as the discretization turns finer, the maxmin and the minimax regret tests satisfying the finite number of restrictions have the same alternative power of the maxmin and minimax regret tests satisfying the general constraints. Hence, we can numerically implement tests for a finite number of restrictions as an approximation for the tests satisfying the general constraints. The results in the second and third chapters extend and complement the maxmin and minimax regret literature interested in characterizing and implementing both tests.
Esta tese contém três capítulos. O primeiro capítulo considera testes de hipóteses para o coeficiente de regressão da variável endógena em um modelo de variáveis instrumentais. O foco é em testes-t condicionais para hipóteses unilaterais. Trabalhos teóricos e numéricos mostram que os testes-t condicionais centrados nos estimadores de 2SLS e Fuller performam bem mesmo quando os instrumentos são fracamente correlacionados com a variável endógena. Quando a estatística F populacional é menor que dois, o poder é razoavelmente próximo do poder envoltório para testes que são invariantes a transformações que rotacionam os instrumentos (similares ou não similares). Este resultado é surpreendente considerando a baixa performance dos testes-t condicionais para hipóteses bilaterais apresentado em Andrews, Moreira, and Stock (2007). Estes testes possuem baixo poder porque as distribuições das estatísticas-t na hipótese nula são assimétricas quando os instrumentos são fracos. Explorando tal assimetria, nós propomos testes para hipóteses bilaterais baseados em estatísticas-t. Estes testes são aproximadamente não viesados e podem performar tão bem quanto o teste de razão de máxima verossimilhança condicional. No segundo e no terceiro capítulos, nosso interesse é em testes do tipo maxmin e minimax regret para testes de hipóteses mais gerais. No segundo capítulo, nós apresentamos testes maxmin e minimax regret que satisfazem restrições mais gerais que as restrições de tamanho e de controle sobre todo o poder na hipótese alternativa. Restrições mais gerais nos possibilitam eliminar testes triviais e obter testes com propriedades desejáveis, como por exemplo não viés, não viés local e similaridade. Na sequência, nós provamos que ambos os testes existem e, sob condições suficientes, eles são testes Bayesianos com priors que são solução de um problema de otimização, o problema dual. Na última parte do segundo capítulo, nós consideramos testes de hipóteses que são invariantes à algum grupo de transformações. Sob invariância, o Teorema de Hunt-Stein implica que a busca por testes maxmin e minimax regret pode ser restrita a testes invariantes. Nós provamos que o Teorema de Hunt-Stein continua válido sob as restrições gerais propostas. No último capítulo, nós desenvolvemos um procedimento numérico para implementar os testes maxmin e minimax regret propostos no segundo capítulo. O espaço paramétrico é discretizado com o objetivo de obter testes de hipóteses com um número finito de pontos. Nós provamos que, ao considerarmos partições mais finas, os testes maxmin e minimax regret que satisfazem um número finito de pontos possuem o mesmo poder na hipótese alternativa que os testes maxmin e minimax regret que satisfazem as restrições gerais. Portanto, nós podemos implementar numericamente os testes que satisfazem um número finito de pontos como aproximação aos testes que satisfazem as restrições gerais.

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Bartroff, Jay L. Lorden Gary. "Asymptotically optimal multistage hypothesis tests /." Diss., Pasadena, Calif. : California Institute of Technology, 2004. http://resolver.caltech.edu/CaltechETD:etd-05202004-133633.

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Reschenhofer, Erhard, and Michael A. Hauser. "Tests of the Efficient Markets Hypothesis." Austrian Statistical Society, 1997. http://epub.wu.ac.at/6613/1/541%2DArticle_Text%2D1535%2D1%2D10%2D20160403.pdf.

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This paper surveys various statistical methods that have been proposed for the examination of the efficiency of financial markets and proposes a novel procedure for testing the predictability of a time series. For illustration, this procedure is applied to Austrian stock return series.

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Feng, WeiWei. "BAYESIAN AND FREQUENTIST HYPOTHESIS TESTS OF HETEROSCEDASTICITY." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-37435.

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Pollio, G. "Empirical tests of the rational expectations hypothesis." Thesis, City University London, 1985. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.351632.

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Cox, Gregory Sean. "Designing hypothesis tests for digital image matching." Doctoral thesis, University of Cape Town, 2000. http://hdl.handle.net/11427/5266.

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Includes bibliographical references.
Image matching in its simplest form is a two class decision problem. Based on the evidence in two sensed images, a matching procedure must decide whether they represent two views of the same scene, or views of two different scens. Previous solutions to this problem were either based on an intuitive notion of image similarity, or were modelled on solutions to the superficially similar problem of target detection in images. This research, in contrast, uses a decision theoretic formulation of the problem, with the image pair as unit of observation and probability of error in the match/mismatch decision as performance criterion. A stochastic model is proposed for the image pair, and the optimal test of match and mismatch hypotheses for samples of this random process is derived. The test is written conveniently in terms of a statistic of the two images and a scalar decision threshold. The analytical advantages of a solution derived from first principles are illustrated with the derivation of hypothesis conditional probability distributions, optimal decision thresholds, and expessions for the probability of error in the decision.

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Lapenta, Elia. "Three Essays in Hypothesis Testing." Thesis, Toulouse 1, 2020. http://www.theses.fr/2020TOU10053.

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Wang, Yishi. "Some new tests for normality." Diss., Online access via UMI:, 2006.

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Harris, Richard D. F. "Some tests of the efficient markets hypothesis panel data." Thesis, University of Exeter, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.361410.

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Begum, Nelufa 1967. "A new class of hypothesis tests which maximize average power." Monash University, Dept. of Econometrics and Business Statistics, 2003. http://arrow.monash.edu.au/hdl/1959.1/5506.

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Nawosah, Vivekanand. "Some tests of efficient markets hypothesis using individual stock data." Thesis, University of Exeter, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.418695.

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FRANCO, GLAURA DA CONCEICAO. "BOOTSTRAP IN STRUCTURAL MODELS: BUILDING CONFIDENCE INTERVALS AND HYPOTHESIS TESTS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 1998. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8614@1.

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COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
O uso da técnica bootstrap para construção de intervalos de confiança e testes de hipóteses vem aumentando consideravelmente desde seu surgimento, em 1979, devido principalmente ao rápido avanço computacional ocorrido nas últimas décadas. Neste trabalho utilizamos o bootstrap paramétrico e não-paramétrico para estudar o comportamento dos hiperparametros em modelos de espaço de estados nos casos de nível e tendência linear locais. Intervalos de confiança baseados em quatro métodos bootstrap diferentes são calculados e comparados quanto à probabilidade de cobertura, produzindo resultados satisfatórios. Constatamos também a eficiência dos testes boopstrap para os casos em que os hiperparâmetros caem no limite do espaço paramétrico, situação que inviabiliza o uso dos testes clássicos por violar uma das condições de regularidade do estimador de máxima verossimilhança.
Bootstrap procedures to calculate confidence intervals and hypotheses tests had considerable growth since its first appearance, in 1979, mostly due to the rapid computational developments that occurred in the last decades. In this work we employ the parametric and nonparametric boorstrap to study the behaviour of hyperparameters in state-space models in the case of local level and linear trend. Confidence intervals based on four different bootstrap methods are computed and compared using the coverage probabilities, with satisfactory results. We also verify the efficiency of bootstrap tests in cases where the hyperparameters lie on the boundary of the parameter space, situation that makes the classical tests inadequate to use, as it violates one of the regularity conditions of the maximum likelihood estimator.

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Vaillant-Mekras, Jimena. "Tests of the Intersensory Redundancy Hypothesis across Early Postnatal Development." FIU Digital Commons, 2012. http://digitalcommons.fiu.edu/etd/682.

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The Intersensory Redundancy Hypothesis (IRH; Bahrick & Lickliter, 2000, 2002, 2012) predicts that early in development information presented to a single sense modality will selectively recruit attention to modality-specific properties of stimulation and facilitate learning of those properties at the expense of amodal properties (unimodal facilitation). Vaillant (2010) demonstrated that bobwhite quail chicks prenatally exposed to a maternal call alone (unimodal stimulation) are able to detect a pitch change, a modality-specific property, in subsequent postnatal testing between the familiarized call and the same call with altered pitch. In contrast, chicks prenatally exposed to a maternal call paired with a temporally synchronous light (redundant audiovisual stimulation) were unable to detect a pitch change. According to the IRH (Bahrick & Lickliter, 2012), as development proceeds and the individual’s perceptual abilities increase, the individual should detect modality-specific properties in both nonredundant, unimodal and redundant, bimodal conditions. However, when the perceiver is presented with a difficult task, relative to their level of expertise, unimodal facilitation should become evident. The first experiment of the present study exposed bobwhite quail chicks 24 hr after hatching to unimodal auditory, nonredundant audiovisual, or redundant audiovisual presentations of a maternal call for 10min/hr for 24 hours. All chicks were subsequently tested 24 hr after the completion of the stimulation (72 hr following hatching) between the familiarized maternal call and the same call with altered pitch. Chicks from all experimental groups (unimodal, nonredundant audiovisual, and redundant audiovisual exposure) significantly preferred the familiarized call over the pitch-modified call. The second experiment exposed chicks to the same exposure conditions, but created a more difficult task by narrowing the pitch range between the two maternal calls with which they were tested. Chicks in the unimodal and nonredundant audiovisual conditions demonstrated detection of the pitch change, whereas the redundant audiovisual exposure group did not show detection of the pitch change, providing evidence of unimodal facilitation. These results are consistent with predictions of the IRH and provide further support for the effects of unimodal facilitation and the role of task difficulty across early development.

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Tso, Chi-wai, and 曹志煒. "Stringency of tests for random number generators." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B29748367.

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Lehmann, Rüdiger, and Michael Lösler. "Multiple Outlier Detection: Hypothesis Tests versus Model Selection by Information Criteria." Hochschule für Technik und Wirtschaft Dresden, 2016. https://htw-dresden.qucosa.de/id/qucosa%3A23307.

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The detection of multiple outliers can be interpreted as a model selection problem. Models that can be selected are the null model, which indicates an outlier free set of observations, or a class of alternative models, which contain a set of additional bias parameters. A common way to select the right model is by using a statistical hypothesis test. In geodesy data snooping is most popular. Another approach arises from information theory. Here, the Akaike information criterion (AIC) is used to select an appropriate model for a given set of observations. The AIC is based on the Kullback-Leibler divergence, which describes the discrepancy between the model candidates. Both approaches are discussed and applied to test problems: the fitting of a straight line and a geodetic network. Some relationships between data snooping and information criteria are discussed. When compared, it turns out that the information criteria approach is more simple and elegant. Along with AIC there are many alternative information criteria for selecting different outliers, and it is not clear which one is optimal.

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Lehmann, Rüdiger, and Michael Lösler. "Multiple Outlier Detection: Hypothesis Tests versus Model Selection by Information Criteria." Hochschule für Technik und Wirtschaft Dresden, 2017. http://nbn-resolving.de/urn:nbn:de:bsz:520-qucosa-225770.

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The detection of multiple outliers can be interpreted as a model selection problem. Models that can be selected are the null model, which indicates an outlier free set of observations, or a class of alternative models, which contain a set of additional bias parameters. A common way to select the right model is by using a statistical hypothesis test. In geodesy data snooping is most popular. Another approach arises from information theory. Here, the Akaike information criterion (AIC) is used to select an appropriate model for a given set of observations. The AIC is based on the Kullback-Leibler divergence, which describes the discrepancy between the model candidates. Both approaches are discussed and applied to test problems: the fitting of a straight line and a geodetic network. Some relationships between data snooping and information criteria are discussed. When compared, it turns out that the information criteria approach is more simple and elegant. Along with AIC there are many alternative information criteria for selecting different outliers, and it is not clear which one is optimal.

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Escamilla, Pierre. "On cooperative and concurrent detection in distributed hypothesis testing." Electronic Thesis or Diss., Institut polytechnique de Paris, 2019. http://www.theses.fr/2019IPPAT007.

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L’inférence statistique prend une place prépondérante dans le développement des nouvelles technologies et inspire un grand nombre d’algorithmes dédiés à des tâches de détection, d’identification et d’estimation. Cependant il n’existe pas de garantie théorique pour les performances de ces algorithmes. Dans cette thèse, nous considérons un réseau simplifié de capteurs communicant sous contraintes pour tenter de comprendre comment des détecteurs peuvent se partager au mieux les informations à leur disposition pour détecter un même événement ou des événements distincts. Nous investiguons différents aspects de la coopération entre détecteurs et comment des besoins contradictoires peuvent être satisfaits au mieux dans le cas de tâches de détection. Plus spécifiquement nous étudions un problème de test d’hypothèse où chaque détecteur doit maximiser l’exposant de décroissance de l’erreur de Type II sous une contrainte d’erreur de Type I donnée. Comme il y a plusieurs détecteurs intéressés par des informations distinctes, un compromis entre les vitesses de décroissance atteignables va apparaître. Notre but est de caractériser la région des compromis possibles entre exposants d’erreurs de Type II. Dans le cadre des réseaux de capteurs massifs, la quantité d’information est souvent soumise à des limitations pour des raisons de consommation d’énergie et de risques de saturation du réseau. Nous étudions donc, en particulier, le cas du régime de communication à taux de compression nul (i.e. le nombre de bits des messages croit de façon sous-linéaire avec le nombre d’observations). Dans ce cas, nous caractérisons complètement la région des exposants d’erreurs de Type II dans les configurations où les détecteurs peuvent avoir des buts différents. Nous étudierons aussi le cas d’un réseau avec des taux de compressions positifs (i.e. le nombre de bits des messages augmente de façon linéaire avec le nombre d’observations). Dans ce cas, nous présentons des sous-parties de la région des exposants d’erreur de Type II. Enfin, nous proposons dans le cas d’un problème point à point avec un taux de compression positif une caractérisation complète de l’exposant de l’erreur de Type II optimal pour une famille de tests gaussiens
Statistical inference plays a major role in the development of new technologies and inspires a large number of algorithms dedicated to detection, identification and estimation tasks. However, there is no theoretical guarantee for the performance of these algorithms. In this thesis we try to understand how sensors can best share their information in a network with communication constraints to detect the same or distinct events. We investigate different aspects of detector cooperation and how conflicting needs can best be met in the case of detection tasks. More specifically we study a hypothesis testing problem where each detector must maximize the decay exponent of the Type II error under a given Type I error constraint. As the detectors are interested in different information, a compromise between the achievable decay exponents of the Type II error appears. Our goal is to characterize the region of possible trade-offs between Type II error decay exponents. In massive sensor networks, the amount of information is often limited due to energy consumption and network saturation risks. We are therefore studying the case of the zero rate compression communication regime (i.e. the messages size increases sub-linearly with the number of observations). In this case we fully characterize the region of Type II error decay exponent. In configurations where the detectors have or do not have the same purposes. We also study the case of a network with positive compression rates (i.e. the messages size increases linearly with the number of observations). In this case we present subparts of the region of Type II error decay exponent. Finally, in the case of a single sensor single detector scenario with a positive compression rate, we propose a complete characterization of the optimal Type II error decay exponent for a family of Gaussian hypothesis testing problems

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Riggs, Kent Edward Young Dean M. "Maximum-likelihood-based confidence regions and hypothesis tests for selected statistical models." Waco, Tex. : Baylor University, 2006. http://hdl.handle.net/2104/4879.

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Yates, Phillip. "An Inferential Framework for Network Hypothesis Tests: With Applications to Biological Networks." VCU Scholars Compass, 2010. http://scholarscompass.vcu.edu/etd/2200.

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The analysis of weighted co-expression gene sets is gaining momentum in systems biology. In addition to substantial research directed toward inferring co-expression networks on the basis of microarray/high-throughput sequencing data, inferential methods are being developed to compare gene networks across one or more phenotypes. Common gene set hypothesis testing procedures are mostly confined to comparing average gene/node transcription levels between one or more groups and make limited use of additional network features, e.g., edges induced by significant partial correlations. Ignoring the gene set architecture disregards relevant network topological comparisons and can result in familiar n

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Alves, Gonçalo Filipe Rodrigues. "Testing the random walk hypothesis with technical trading rules." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/10939.

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Mestrado em Finanças
Neste trabalho são testadas as hipóteses de passeio aleatório ao mercado acionista português, examinando as dezoito ações e o índice PSI-20. Considerando cotações diárias e mensais durante o período de 1999-2015. Foram utilizados os testes Augmented Dickey-Fuller (ADF), os testes de rácio de variância automático assim como os rácios de variâncias individuais e múltiplos propostos por Lo e Mackinlay, e Chow e Denning, respetivamente. Os vários testes utilizados para confirmar a hipótese de passeio aleatório das dezoito ações assim como do índice PSI-20, obtiveram resultados mistos contra a hipótese testada. Enquanto o teste Augmented Dickey-Fuller (ADF) rejeitou a hipótese de raiz unitária para todas as ações e também para o índice PSI-20 confirmando assim um passeio aleatório. Por outro lado, os testes de rácios de variâncias, rejeitam a hipótese testada para algumas das ações consideradas assim como para o índice PSI-20, contudo tende esse número de ações tende a diminuir quando se utiliza as cotações mensais.
This paper investigates the efficiency of the eighteen stocks that constitute the main Portuguese stock index, the PSI-20 of the Lisbon Stock Exchange. Tools used for the investigation were daily and monthly data from January 1999 to May of 2015, using the Augmented Dickey-Fuller (ADF) test, the automatic variance ratio by Choi and the individual and multiple variance ratios, by Lo and Mackinlay, and, Chow and Denning, which test the efficiency of the eighteen stocks and PSI-20 index. The Augmented Dickey-Fuller (ADF) tests the null hypothesis that the series has a unit root, while the variance ratio tests the random walk hypothesis. Based on these tests, the results provide mixed evidence against the random walk hypothesis. The results for the unit root tests do not reject the efficient market hypothesis for the entire sample, while the results from the variance ratio tests do, but tend to decrease in monthly data.

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Choi, Chi-Young. "Panel unit root tests under the null hypothesis of stationarity and confirmatory analysis with applications to PPP and the convergence hypothesis." The Ohio State University, 2000. http://rave.ohiolink.edu/etdc/view?acc_num=osu1271712565.

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Wong, Chun-mei May. "The statistical tests on mean reversion properties in financial markets /." [Hong Kong : University of Hong Kong], 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13705568.

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Lains, João Luís da Silva. "Testing the random walk hypothesis with variance ratio statistics." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/11801.

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Mestrado em Finanças
Esta dissertação tem como objetivo testar a hipótese de passeio aleatório na curva das yields relativa ás obrigações do tesouro dos Estados Unidos da América para o period entre 1980 e 2014. Para alcançar este objetivo e após revisão da literatura foram efectuados testes de variância e de raiz unitária considerados os mais indicados e poderosos. Os dados necessários para a realização deste estudo foram recolhidos tendo por base um estudo da Reserva Federal dos Estados Unidos da América, que efectua cálculo das yields desde 1961 até ao presente. O método escolhido para obter os resultados referentes à raiz unitária foi o Augmented Dickey-Fuller Unit Root Test e para os testes de variância foram usados: Chow Denning (1993) multiple variance test, Joint wright multiple version of Wrights rank and sign tests e Choi (1999) Automatic Variance ratio. A amostra inclui mais de 8000 observações para cada uma das yields estudadas(1,5,10 e 20 anos Zero-Coupon e Par Yields) durante um período de 34 anos. Os resultados permitiram a detecção de diversos periodos em que o passeio aleatório nas yields das obrigações do tesouro Norte-Americano é real mas também outros em que isso não se verificou. Para isso efectuámos uma análise comparativa entre os resultados dos testes de variância e eventos marcantes na economia americana entres os quais decidimos destacar 3 períodos: a década de 80, a expansao económica dos anos 90 até inicio do século XXI e o pós-crise de 2008 onde é implementado o quantitative Easing.
The random-walk hypothesis in the U.S. treasury yield curve was not previous studied and is surprising that researchers do not filled that void by testing it. However, the U.S treasury securities market is a benchmark, as the U.S treasury is considered to be risk-free. This benchmark is used to forecast economic development, to analyse securities in other markets, to price other fixed-income securities and to hedge positions taken in other markets. This study applies Chow Denning (1993) multiple variance test, Joint wright multiple version of Wright?s rank and sign tests, Choi (1999) Automatic Variance ratio Test and we also use the well-known Augmented Dickey-Fuller unit roots test to enable us to define the methodology to be used in the study. The database used permits the estimation of relative daily variation on U.S. treasury yield curve from January 1980 to December 2014. We hope that this analysis can provide useful information to traders and investors and will make a contribution in assisting to understand the pattern and behaviour of yields movement.

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Grimes, Tyler L. "A Saddlepoint Approximation to Left-Tailed Hypothesis Tests of Variance for Non-normal Populations." UNF Digital Commons, 2016. http://digitalcommons.unf.edu/etd/644.

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When the variance of a single population needs to be assessed, the well-known chi-squared test of variance is often used but relies heavily on its normality assumption. For non-normal populations, few alternative tests have been developed to conduct left tailed hypothesis tests of variance. This thesis outlines a method for generating new test statistics using a saddlepoint approximation. Several novel test statistics are proposed. The type-I error rates and power of each test are evaluated using a Monte Carlo simulation study. One of the proposed test statistics, R_gamma2, controls type-I error rates better than existing tests, while having comparable power. The only observed limitation is for populations that are highly skewed with heavy-tails, for which all tests under consideration performed poorly.

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Tzavalis, Elias. "Tests and applications of the rational expectations hypothesis of the term structure of interest rates." Thesis, London Business School (University of London), 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.361604.

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Sovetkin, Evgenii Verfasser], Ansgar [Akademischer Betreuer] Steland, Christine [Akademischer Betreuer] Müller, and Benjamin [Akademischer Betreuer] [Berkels. "Linear spatial hypothesis tests for random fields / Evgenii Sovetkin ; Ansgar Steland, Christine Müller, Benjamin Berkels." Aachen : Universitätsbibliothek der RWTH Aachen, 2019. http://d-nb.info/1233315994/34.

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Gesicki, Adam. "Decision rules based on hypothesis tests and effect sizes for logistic regression differential item functioning." Thesis, University of British Columbia, 2015. http://hdl.handle.net/2429/54871.

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Logistic Regression (LR) has been a technique used for the detection of items exhibiting differential item functioning (DIF). When it was introduced in 1990, the LR was conceptualized as strictly a test of statistical significance. This led to the over-identification of items as DIF, generally not exhibiting practically (psychometrically) significant differences. The use of blended decision rules – where effect sizes are used in addition to statistical significance in the decision-making process – was proposed to address this issue. Previous work in the literature attempted to align a decision rule grounded in the Mantel-Haenszel (M-H) technique to LR. However, this work is unable to replicate previously recommended cut-offs, through the use of the same methodology on a different data set. It is possible that cut-off values may be dataset specific, which also opens the question of whether universal cut-off values for effect sizes for DIF are a realistic expectation.
Education, Faculty of
Educational and Counselling Psychology, and Special Education (ECPS), Department of
Graduate

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Chen, Andrew H. (Andrew Hwa-Fen). "Robustness of Parametric and Nonparametric Tests When Distances between Points Change on an Ordinal Measurement Scale." Thesis, University of North Texas, 1994. https://digital.library.unt.edu/ark:/67531/metadc278300/.

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The purpose of this research was to evaluate the effect on parametric and nonparametric tests using ordinal data when the distances between points changed on the measurement scale. The research examined the performance of Type I and Type II error rates using selected parametric and nonparametric tests.

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Feng, Huijun. "Goodness-of-fit test and bilinear model." Diss., Georgia Institute of Technology, 2012. http://hdl.handle.net/1853/47722.

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The Empirical Likelihood method (ELM) was introduced by A. B. Owen to test hypotheses in the early 1990s. It's a nonparametric method and uses the data directly to do statistical tests and to compute confidence intervals/regions. Because of its distribution free property and generality, it has been studied extensively and employed widely in statistical topics. There are many classical test statistics such as the Cramer-von Mises (CM) test statistic, the Anderson-Darling test statistic, and the Watson test statistic, to name a few. However, none is universally most powerful. This thesis is dedicated to extending the ELM to several interesting statistical topics in hypothesis tests. First of all, we focus on testing the fit of distributions. Based on the CM test, we propose a novel Jackknife Empirical Likelihood test via estimating equations in testing the goodness-of-fit. The proposed new test allows one to add more relevant constraints so as to improve the power. Also, this idea can be generalized to other classical test statistics. Second, when aiming at testing the error distributions generated from a statistical model (e.g., the regression model), we introduce the Jackknife Empirical Likelihood idea to the regression model, and further compute the confidence regions with the merits of distribution free limiting chi-square property. Third, the ELM based on some weighted score equations are proposed for constructing confidence intervals for the coefficient in the simple bilinear model. The effectiveness of all presented methods are demonstrated by some extensive simulation studies.

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Grubb, Henry Jefferson. "Intellectual assessment and prediction: an analysis of cultural involvement based on the culutrual-distance hypothesis." Diss., Virginia Polytechnic Institute and State University, 1985. http://hdl.handle.net/10919/52294.

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This paper explores socio-cultural factors which lead to group performance differences on IQ tests and learning tasks in an attempt to determine empirically if the Cultural-Distance Approach hypothesis is useful in accounting for these differences. The Cultural-Distance Approach, briefly stated, suggests that a sub-culture's distance from the major culture on which questions of a test are based and validated will determine that sub-culture's sub-score pattern. Results of the present study indicate that although Blacks and Whites perform similarly on-learning tasks, they perform differently on standardized IQ tests, possibly because of the loading of cultural influences on the latter measures. When cultural influences are controlled for, differences in IQ performance are minimized (i.e., statistically non-significant). The present investigation was a follow-up of the author's previous work in this area (Master‘s thesis; Grubb, 1983), and consisted of two studies. One was a reanalysis of the data obtained in the original study with the addition of college entrance exam scores (SAT) and college grade point averages on the 80 original students. The second study consisted of a replication of the original work with 40-Black and 40-White undergraduates at Virginia Polytechnic Institute & State University. New variables, and their correlation to intelligence, were investigated and included; personality characteristics, racial/ethnic identification, and social adjustment to college. In addition to the previously stated relationships between intelligence, race, and cultural-distance, new information was obtained which indicates: (1) a positive correlation between a conservative, compliant personality and academic ascendancy; (2) a significant correspondence between college involvement (social adaptation or the reduction of cultural-distance) and grade-rated academic performance; and (3) a hypothesized process of supra-cultural (university) adaptation for both Black and White students which has a limiting effect on their sub-culturally based self-esteem. In all, and from all the various sources, this paper tends to support the Cultural-Distance Hypothesis and its influence on group IQ performance.
Ph. D.

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Schrinski, Björn [Verfasser], and Klaus [Akademischer Betreuer] Hornberger. "Assessing the macroscopicity of quantum mechanical superposition tests via hypothesis falsification / Björn Schrinski ; Betreuer: Klaus Hornberger." Duisburg, 2019. http://d-nb.info/1198111437/34.

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32

Hardy, James C. (James Clifford). "A Monte Carlo Study of the Robustness and Power Associated with Selected Tests of Variance Equality when Distributions are Non-Normal and Dissimilar in Form." Thesis, University of North Texas, 1990. https://digital.library.unt.edu/ark:/67531/metadc332130/.

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When selecting a method for testing variance equality, a researcher should select a method which is robust to distribution non-normality and dissimilarity. The method should also possess sufficient power to ascertain departures from the equal variance hypothesis. This Monte Carlo study examined the robustness and power of five tests of variance equality under specific conditions. The tests examined included one procedure proposed by O'Brien (1978), two by O'Brien (1979), and two by Conover, Johnson, and Johnson (1981). Specific conditions included assorted combinations of the following factors: k=2 and k=3 groups, normal and non-normal distributional forms, similar and dissimilar distributional forms, and equal and unequal sample sizes. Under the k=2 group condition, a total of 180 combinations were examined. A total of 54 combinations were examined under the k=3 group condition. The Type I error rates and statistical power estimates were based upon 1000 replications in each combination examined. Results of this study suggest that when sample sizes are relatively large, all five procedures are robust to distribution non-normality and dissimilarity, as well as being sufficiently powerful.

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Mossman, Jim. "The Role of Mitochondrial Genetic Variation on Sperm Function : Empirical tests of the Frank and Hurst Hypothesis." Thesis, University of Sheffield, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.500165.

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Martinez, Silas G. "Aggression and boxing performance: Testing the channeling hypothesis with multiple statistical methodologies." Wright State University / OhioLINK, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=wright1491929510847969.

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35

Tolos, Siti. "Nonparametric tests to detect relationship between variables in the presence of heteroscedastic treatment effects." Diss., Kansas State University, 2010. http://hdl.handle.net/2097/6760.

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Doctor of Philosophy
Department of Statistics
Haiyan Wang
Statistical tools to detect nonlinear relationship between variables are commonly needed in various practices. The first part of the dissertation presents a test of independence between a response variable, either discrete or continuous, and a continuous covariate after adjusting for heteroscedastic treatment effects. The method first involves augmenting each pair of the data for all treatments with a fixed number of nearest neighbors as pseudo-replicates. A test statistic is then constructed by taking the difference of two quadratic forms. Using such differences eliminate the need to estimate any nonlinear regression function, reducing the computational time. Although using a fixed number of nearest neighbors poses significant difficulty in the inference compared to when the number of nearest neighbors goes to infinity, the parametric standardizing rate is obtained for the asymptotic distribution of the proposed test statistics. Numerical studies show that the new test procedure maintains the intended type I error rate and has robust power to detect nonlinear dependency in the presence of outliers. The second part of the dissertation discusses the theory and numerical studies for testing the nonparametric effects of no covariate-treatment interaction and no main covariate based on the decomposition of the conditional mean of regression function that is potentially nonlinear. A similar test was discussed in Wang and Akritas (2006) for the effects defined through the decomposition of the conditional distribution function, but with the number of pseudo-replicates going to infinity. Consequently, their test statistics have slow convergence rates and computational speeds. Both test limitations are overcome using new model and tests. The last part of the dissertation develops theory and numerical studies to test for no covariate-treatment interaction, no simple covariate and no main covariate effects for cases when the number of factor levels and the number of covariate values are large.

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Wong, Chun-mei May, and 王春美. "The statistical tests on mean reversion properties in financial markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1994. http://hub.hku.hk/bib/B31211975.

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37

Stavropoulos, Katherine Kuhl Meltzoff. "Towards a better understanding of the reward system in autism spectrum disorders| empirical tests of the social motivation hypothesis." Thesis, University of California, San Diego, 2014. http://pqdtopen.proquest.com/#viewpdf?dispub=3636663.

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This dissertation examined the reward system in children with autism spectrum disorders (ASD). I empirically tested the social motivation hypothesis as a potential explanation for social impairments in ASD.

Chapter 1 investigated typically developing (TD) children's electrophysiological responses to rewards accompanied by incidental social versus nonsocial stimuli. This chapter introduced a paradigm that allows reward anticipation to be measured while controlling for both reward and stimulus properties. TD children had increased activation while anticipating rewards accompanied by social versus nonsocial stimuli, suggesting that TD children find social stimuli more rewarding than nonsocial stimuli.

Chapter 2 investigated how children with ASD compare to TD children on reward anticipation and processing using the paradigm described in Chapter 1. TD children had larger reward anticipation for social versus nonsocial stimuli, while children with ASD did not. Children with ASD also processed social versus nonsocial stimuli differently than their TD peers. These results suggest that children with ASD have selective deficits in anticipation and processing of social rewards.

Chapter 3 examined whether familiarity might normalize social reward anticipation for children with ASD. Neither children with nor without ASD had different magnitudes of reward anticipation for familiar versus unfamiliar faces, or scrambled versions of those pictures. However, when collapsing across familiarity, results from Chapter 2 were replicated—TD children had larger reward anticipation for social versus nonsocial stimuli, while children with ASD did not. Chapter 3 also found evidence for an Nc-like component that occurred prior to social stimuli. This component was larger for TD children versus those with ASD.

To explore possible mechanisms for these differences in social reward processing, Chapter 4 proposes oxytocin as a potential neuropeptide involved in social motivation. Chapter 4 reviews research on oxytocin's effect on social behavior in individuals with and without ASD, as well as implications for treatment of joint attention deficits in ASD. This chapter makes suggestions for future research that combine pharmacological and behavioral interventions in order to optimize outcomes.

Collectively, this dissertation provides evidence in favor of the social motivation hypothesis, and important information about the nature of the reward system in children with ASD.|

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Dabbs, Russell Edward. "Do Predictions of Professional Business Economists Conform to the Rational Expectations Hypothesis?: Tests on a Set of Survey Data." Thesis, University of North Texas, 1989. https://digital.library.unt.edu/ark:/67531/metadc501259/.

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A set of forecast survey data is analyzed in this paper for properties consistent with the Rational Expectations Hypothesis. Standard statistical tests for "rational expectations" are employed utilizing consensus forecasts generated by an interest rate newsletter. Four selected variables (Fed Funds rate, M1 rate of growth, rate of change in CPI, and real GNP growth rate) are analyzed over multiple time horizons. Results tend to reject "rational expectations" for most variables and time horizons. Forecasts are more likely to meet "rationality" criteria the shorter the forecast horizon, with the notable exception of forecasts of real GNP growth.

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39

Hauser, Richard P. "The firm “life-cycle” hypothesis and dividend policy: Tests on propensity to pay, dividend initiation, and dividend growth rates." Kent State University / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=kent1342289582.

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40

Ochieng, Charles M. O. "Examination of the distribution of the logistic regression and the Mantel-Haenszel statistics under different conditions of the null hypothesis: A Monte Carlo study." Thesis, University of Ottawa (Canada), 1992. http://hdl.handle.net/10393/10899.

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Educators and practitioners have been striving for bias-free tests for the last few decades. As a result of this, several indices for bias detection have been developed, among which are the logistic regression and Mantel-Haenszel procedures. However, the effects of variables other than DIF on the performance of the logistic regression and Mantel-Haenszel indices have yet to be researched. The present study examines the effects of sample size, item difficulty, item discrimination, and ability distribution on the distributions and percentiles (P90 and P95) of logistic regression and Mantel-Haenszel statistics under the null hypothesis. Simulated data were used in order to evaluate the effects of the stated variables on the distributions of the logistic regression indices of uniform (LU) and nonuniform (LN) differential item functioning DIF or item bias. The same simulated data were used to evaluate the effects of the variables on Mantel-Haenzel procedure (MH-delta and MH-CHISQ). Results of this study show that the logistic regression procedure has advantages over the MH procedures, taking into account the effects of the independent variables studied. This is evident from the fact that the distribution of LN and LU index are known and that the four independent variables had no significant effect on the LU index. However the observed values were notably larger than expected values. Further research should be done to evaluate the effects of the stated variables and others such as test length, and using data with known amount of dif. Generalization of this study should be proved by replications of its findings. Evidently, variables other than DIF, significantly influence the two procedures. (Abstract shortened by UMI.)

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41

Percy, Edward Richard. "Corrected LM goodness-of-fit tests with applicaton to stock returns." Columbus, Ohio : Ohio State University, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1134416514.

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42

Eriksson, Tilda. "Change Detection in Telecommunication Data using Time Series Analysis and Statistical Hypothesis Testing." Thesis, Linköpings universitet, Matematiska institutionen, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-94530.

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In the base station system of the GSM mobile network there are a large number of counters tracking the behaviour of the system. When the software of the system is updated, we wish to find out which of the counters that have changed their behaviour. This thesis work has shown that the counter data can be modelled as a stochastic time series with a daily profile and a noise term. The change detection can be done by estimating the daily profile and the variance of the noise term and perform statistical hypothesis tests of whether the mean value and/or the daily profile of the counter data before and after the software update can be considered equal. When the chosen counter data has been analysed, it seems to be reasonable in most cases to assume that the noise terms are approximately independent and normally distributed, which justies the hypothesis tests. When the change detection is tested on data where the software is unchanged and on data with known software updates, the results are as expected in most cases. Thus the method seems to be applicable under the conditions studied.

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Fauß, Michael [Verfasser], Abdelhak M. [Akademischer Betreuer] Zoubir, and Vincent H. [Akademischer Betreuer] Poor. "Design and Analysis of Optimal and Minimax Robust Sequential Hypothesis Tests / Michael Fauß. Betreuer: Abdelhak M. Zoubir ; Vincent H. Poor." Darmstadt : Universitäts- und Landesbibliothek Darmstadt, 2016. http://d-nb.info/1112269444/34.

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44

Gustafsson, Dan. "The Validity of Technical Analysis for the Swedish Stock Exchange : Evidence from random walk tests and back testing analysis." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18427.

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In this paper I examine the validity of technical analysis for the Swedish stock index OMXS30 between 2001-12-28 and 2011-12-30. Results indicate that OMXS30 followed a non-random walk and that technical trading rules had predictive power over future price movements. Results also suggest that technical trading rules could be used to outperform a buy-and-hold strategy.

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45

Bounliphone, Wacha. "Tests d’hypothèses statistiquement et algorithmiquement efficaces de similarité et de dépendance." Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLC002/document.

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Cette thèse présente de nouveaux tests d’hypothèses statistiques efficaces pour la relative similarité et dépendance, et l’estimation de la matrice de précision. La principale méthodologie adoptée dans cette thèse est la classe des estimateurs U-statistiques.Le premier test statistique porte sur les tests de relative similarité appliqués au problème de la sélection de modèles. Les modèles génératifs probabilistes fournissent un cadre puissant pour représenter les données. La sélection de modèles dans ce contexte génératif peut être difficile. Pour résoudre ce problème, nous proposons un nouveau test d’hypothèse non paramétrique de relative similarité et testons si un premier modèle candidat génère un échantillon de données significativement plus proche d’un ensemble de validation de référence.La deuxième test d’hypothèse statistique non paramétrique est pour la relative dépendance. En présence de dépendances multiples, les méthodes existantes ne répondent qu’indirectement à la question de la relative dépendance. Or, savoir si une dépendance est plus forte qu’une autre est important pour la prise de décision. Nous présentons un test statistique qui détermine si une variable dépend beaucoup plus d’une première variable cible ou d’une seconde variable.Enfin, une nouvelle méthode de découverte de structure dans un modèle graphique est proposée. En partant du fait que les zéros d’une matrice de précision représentent les indépendances conditionnelles, nous développons un nouveau test statistique qui estime une borne pour une entrée de la matrice de précision. Les méthodes existantes de découverte de structure font généralement des hypothèses restrictives de distributions gaussiennes ou parcimonieuses qui ne correspondent pas forcément à l’étude de données réelles. Nous introduisons ici un nouveau test utilisant les propriétés des U-statistics appliqués à la matrice de covariance, et en déduisons une borne sur la matrice de précision
The dissertation presents novel statistically and computationally efficient hypothesis tests for relative similarity and dependency, and precision matrix estimation. The key methodology adopted in this thesis is the class of U-statistic estimators. The class of U-statistics results in a minimum-variance unbiased estimation of a parameter.The first part of the thesis focuses on relative similarity tests applied to the problem of model selection. Probabilistic generative models provide a powerful framework for representing data. Model selection in this generative setting can be challenging. To address this issue, we provide a novel non-parametric hypothesis test of relative similarity and test whether a first candidate model generates a data sample significantly closer to a reference validation set.Subsequently, the second part of the thesis focuses on developing a novel non-parametric statistical hypothesis test for relative dependency. Tests of dependence are important tools in statistical analysis, and several canonical tests for the existence of dependence have been developed in the literature. However, the question of whether there exist dependencies is secondary. The determination of whether one dependence is stronger than another is frequently necessary for decision making. We present a statistical test which determine whether one variables is significantly more dependent on a first target variable or a second.Finally, a novel method for structure discovery in a graphical model is proposed. Making use of a result that zeros of a precision matrix can encode conditional independencies, we develop a test that estimates and bounds an entry of the precision matrix. Methods for structure discovery in the literature typically make restrictive distributional (e.g. Gaussian) or sparsity assumptions that may not apply to a data sample of interest. Consequently, we derive a new test that makes use of results for U-statistics and applies them to the covariance matrix, which then implies a bound on the precision matrix

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Cassart, Delphine. "Optimal tests for symmetry." Doctoral thesis, Universite Libre de Bruxelles, 2007. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210693.

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Dans ce travail, nous proposons des procédures de test paramétriques et nonparamétrique localement et asymptotiquement optimales au sens de Hajek et Le Cam, pour trois modèles d'asymétrie.

La construction de modèles d'asymétrie est un sujet de recherche qui a connu un grand développement ces dernières années, et l'obtention des tests optimaux (pour trois modèles différents) est une étape essentielle en vue de leur mise en application.

Notre approche est fondée sur la théorie de Le Cam d'une part, pour obtenir les propriétés de normalité asymptotique, bases de la construction des tests paramétriques optimaux, et la théorie de Hajek d'autre part, qui, via un principe d'invariance permet d'obtenir les procédures non-paramétriques.

Nous considérons dans ce travail deux classes de distributions univariées asymétriques, l'une fondée sur un développement d'Edgeworth (décrit dans le Chapitre 1), et l'autre construite en utilisant un paramètre d'échelle différent pour les valeurs positives et négatives (le modèle de Fechner, décrit dans le Chapitre 2).

Le modèle d'asymétrie elliptique étudié dans le dernier chapitre est une généralisation multivariée du modèle du Chapitre 2.

Pour chacun de ces modèles, nous proposons de tester l'hypothèse de symétrie par rapport à un centre fixé, puis par rapport à un centre non spécifié.

Après avoir décrit le modèle pour lequel nous construisons les procédures optimales, nous obtenons la propriété de normalité locale asymptotique. A partir de ce résultat, nous sommes capable de construire les tests paramétriques localement et asymptotiquement optimaux. Ces tests ne sont toutefois valides que si la densité sous-jacente f est correctement spécifiée. Ils ont donc le mérite de déterminer les bornes d'efficacité paramétrique, mais sont difficilement applicables.

Nous adaptons donc ces tests afin de pouvoir tester les hypothèses de symétrie par rapport à un centre fixé ou non, lorsque la densité sous-jacente est considérée comme un paramètre de nuisance.

Les tests que nous obtenons restent localement et asymptotiquement optimaux sous f, mais restent valides sous une large classe de densités.

A partir des propriétés d'invariance du sous-modèle identifié par l'hypothèse nulle, nous obtenons les tests de rangs signés localement et asymptotiquement optimaux sous f, et valide sous une vaste classe de densité. Nous présentons en particulier, les tests fondés sur les scores normaux (ou tests de van der Waerden), qui sont optimaux sous des hypothèses Gaussiennes, tout en étant valides si cette hypothèse n'est pas vérifiée.

Afin de comparer les performances des tests paramétriques et non paramétriques présentés, nous calculons les efficacités asymptotiques relatives des tests non paramétriques par rapport aux tests pseudo-Gaussiens, sous une vaste classe de densités non-Gaussiennes, et nous proposons quelques simulations.
Doctorat en sciences, Orientation statistique
info:eu-repo/semantics/nonPublished

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47

Tucker, Joanne M. (Joanne Morris). "Robustness of the One-Sample Kolmogorov Test to Sampling from a Finite Discrete Population." Thesis, University of North Texas, 1996. https://digital.library.unt.edu/ark:/67531/metadc278186/.

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One of the most useful and best known goodness of fit test is the Kolmogorov one-sample test. The assumptions for the Kolmogorov (one-sample test) test are: 1. A random sample; 2. A continuous random variable; 3. F(x) is a completely specified hypothesized cumulative distribution function. The Kolmogorov one-sample test has a wide range of applications. Knowing the effect fromusing the test when an assumption is not met is of practical importance. The purpose of this research is to analyze the robustness of the Kolmogorov one-sample test to sampling from a finite discrete distribution. The standard tables for the Kolmogorov test are derived based on sampling from a theoretical continuous distribution. As such, the theoretical distribution is infinite. The standard tables do not include a method or adjustment factor to estimate the effect on table values for statistical experiments where the sample stems from a finite discrete distribution without replacement. This research provides an extension of the Kolmogorov test when the hypothesized distribution function is finite and discrete, and the sampling distribution is based on sampling without replacement. An investigative study has been conducted to explore possible tendencies and relationships in the distribution of Dn when sampling with and without replacement for various parameter settings. In all, 96 sampling distributions were derived. Results show the standard Kolmogorov table values are conservative, particularly when the sample sizes are small or the sample represents 10% or more of the population.

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48

Wendt, Herwig. "Contributions of Wavelet Leaders and Bootstrap to Multifractal Analysis : Images, estimation performance, dependence structure and vanishing moments. Confidence Intervals and Hypothesis Tests." Lyon, École normale supérieure (sciences), 2008. http://www.theses.fr/2008ENSL0474.

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Cette thèse étudie l'apport à l'analyse multifractale de l'utilisation des coefficients d'ondelettes dominants et des techniques statistiques bootstrap. Les propriétés statistiques de procédures d'analyse multifractale construites à partir de coefficients dominants sont caractérisées. L'extension aux images est validée. Plusieurs difficultés théoriques, cruciales en pratique, sont étudiées : régularité minimale, espaces fonctionnels, effet de linéarisation. L'originalité de notre approche bootstrap réside dans la construction de blocs temps-échelle, qui permet le calcul d'intervalles de confiance et tests d'hypothèse, à partir d'une seule observation de longueur finie. L'étude de la structure de dépendance des coefficients d'ondelettes des cascades multiplicatives montre que le nombre de moments nuls de l'ondelette d'analyse échoue à réduire la portée de la longue dépendance. Deux applications illustrent ces procédures : turbulence hydrodynamique et classification de textures
This thesis studies the benefits of the use of wavelet Leaders and bootstrap methods for multifractal analysis. The statistical properties of wavelet Leader based multifractal analysis procedures are characterized, and the extension to images is validated. Certain theoretical questions of crucial practical importance are investigated: minimum regularity, function space embedding, linearization effect. The proposed bootstrap procedures permit the construction of confidence intervals and hypothesis tests from one single finite length observation of data. This is achieved by an original time-scale block bootstrap approach in the wavelet domain. The study of the dependence structures of wavelet coefficients of multiplicative cascades shows that the number of vanishing moments of the analyzing wavelet is ineffective for reducing the long range dependence structure. The multifractal analysis procedures are applied to hydrodynamic turbulence data, and to texture image classification

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49

Lehmann, Rüdiger. "On the formulation of the alternative hypothesis for geodetic outlier detection." Hochschule für Technik und Wirtschaft Dresden, 2014. http://nbn-resolving.de/urn:nbn:de:bsz:520-qucosa-148629.

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The concept of outlier detection by statistical hypothesis testing in geodesy is briefly reviewed. The performance of such tests can only be measured or optimized with respect to a proper alternative hypothesis. Firstly, we discuss the important question whether gross errors should be treated as non-random quantities or as random variables. In the first case, the alternative hypothesis must be based on the common mean shift model, while in the second case, the variance inflation model is appropriate. Secondly, we review possible formulations of alternative hypotheses (inherent, deterministic, slippage, mixture) and discuss their implications. As measures of optimality of an outlier detection, we propose the premium and protection, which are briefly reviewed. Finally, we work out a practical example: the fit of a straight line. It demonstrates the impact of the choice of an alternative hypothesis for outlier detection
Das Konzept der Ausreißererkennung durch statistische Hypothesentests in der Geodäsie wird kurz überblickt. Die Leistungsfähigkeit solch eines Tests kann nur gemessen oder optimiert werden in Bezug auf eine geeignete Alternativhypothese. Als erstes diskutieren wir die wichtige Frage, ob grobe Fehler als nicht-zufällige oder zufällige Größen behandelt werden sollten. Im ersten Fall muss die Alternativhypothese auf das Mean-Shift-Modell gegründet werden, im zweiten Fall ist das Variance-Inflation-Modell passend. Als zweites stellen wir mögliche Formulierungen von Alternativhypothesen zusammen und diskutieren ihre Implikationen. Als Optimalitätsmaß schlagen wir das Premium-Protection-Maß vor, welches kurz überblickt wird. Schließlich arbeiten wir ein praktisches Beispiel aus: Die Anpassung einer ausgleichenden Gerade. Es zeigt die Auswirkung der Wahl einer Alternativhypothese für die Ausreißererkennung

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50

Lehmann, Rüdiger. "On the formulation of the alternative hypothesis for geodetic outlier detection." Springer Verlag, 2013. https://htw-dresden.qucosa.de/id/qucosa%3A23274.

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Abstract:

The concept of outlier detection by statistical hypothesis testing in geodesy is briefly reviewed. The performance of such tests can only be measured or optimized with respect to a proper alternative hypothesis. Firstly, we discuss the important question whether gross errors should be treated as non-random quantities or as random variables. In the first case, the alternative hypothesis must be based on the common mean shift model, while in the second case, the variance inflation model is appropriate. Secondly, we review possible formulations of alternative hypotheses (inherent, deterministic, slippage, mixture) and discuss their implications. As measures of optimality of an outlier detection, we propose the premium and protection, which are briefly reviewed. Finally, we work out a practical example: the fit of a straight line. It demonstrates the impact of the choice of an alternative hypothesis for outlier detection.
Das Konzept der Ausreißererkennung durch statistische Hypothesentests in der Geodäsie wird kurz überblickt. Die Leistungsfähigkeit solch eines Tests kann nur gemessen oder optimiert werden in Bezug auf eine geeignete Alternativhypothese. Als erstes diskutieren wir die wichtige Frage, ob grobe Fehler als nicht-zufällige oder zufällige Größen behandelt werden sollten. Im ersten Fall muss die Alternativhypothese auf das Mean-Shift-Modell gegründet werden, im zweiten Fall ist das Variance-Inflation-Modell passend. Als zweites stellen wir mögliche Formulierungen von Alternativhypothesen zusammen und diskutieren ihre Implikationen. Als Optimalitätsmaß schlagen wir das Premium-Protection-Maß vor, welches kurz überblickt wird. Schließlich arbeiten wir ein praktisches Beispiel aus: Die Anpassung einer ausgleichenden Gerade. Es zeigt die Auswirkung der Wahl einer Alternativhypothese für die Ausreißererkennung.

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Dissertations / Theses on the topic 'Tests of hypothesis'

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