Book contents
- Frontmatter
- Contents
- 14 Introduction to Tests of Hypotheses
- 15 Uniformly Most Powerful Tests
- 16 Unbiased Tests and Invariant Tests
- 17 Likelihood Based Tests
- 18 General Asymptotic Tests
- 19 Multiple Tests
- 20 Set Estimation and Confidence Regions
- 21 Inequality Constraints: Estimation and Testing
- 22 Nonnested Models
- 23 Asymptotic Efficiency
- 24 Asymptotic Theory
- Review of Linear Algebra and Matrix Calculus
- Review of Probability
- Index
20 - Set Estimation and Confidence Regions
Published online by Cambridge University Press: 04 August 2010
- Frontmatter
- Contents
- 14 Introduction to Tests of Hypotheses
- 15 Uniformly Most Powerful Tests
- 16 Unbiased Tests and Invariant Tests
- 17 Likelihood Based Tests
- 18 General Asymptotic Tests
- 19 Multiple Tests
- 20 Set Estimation and Confidence Regions
- 21 Inequality Constraints: Estimation and Testing
- 22 Nonnested Models
- 23 Asymptotic Efficiency
- 24 Asymptotic Theory
- Review of Linear Algebra and Matrix Calculus
- Review of Probability
- Index
Summary
![Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'](https://static.cambridge.org/content/id/urn%3Acambridge.org%3Aid%3Abook%3A9780511751950/resource/name/firstPage-9780511751950c7_p213-232_CBO.jpg)
- Type
- Chapter
- Information
- Statistics and Econometric Models , pp. 213 - 232Publisher: Cambridge University PressPrint publication year: 1995