The largesampletheory of the proposed test is developed and the finite sample properties of the test are studied through simulations.
检验的大样本理论被给出。我们还通过数值模拟研究了检验方法的有限样本性质。
2
This graduate level mathematics course covers decision theory, estimation, confidence intervals, and hypothesis testing. The course also introduces students to largesampletheory.
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under largesample.