Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 53438

Hypothesis testing assesses whether data are inconsistent with a given hypothesis (usually a null hypothesis of no effect).

0 votes
Accepted

Comparing two proportions asymptotic distribution

Thanks for pointing out the earlier, crucial (and pretty bad) mistake. Hopefully the following answer is more or less correct... Suppose, for the moment, that $n_Y = \lceil c n_X \rceil$, for some $c …
Joris Bierkens's user avatar
5 votes
Accepted

How to derive the asymptotic distribution of the test statistic of a large sample test for e...

The OP is correct that you just cannot "add" convergence in distribution, for this you have to be aware of the covariance structure, which is fortunately enough trivial in this case. update: Thanks f …
Joris Bierkens's user avatar
0 votes
Accepted

Fractional Gaussian noise, the KPSS test, and stationarity

Looking at the Kwiatkowski paper, they assume the model $$ y_t = r_t + \varepsilon_t$$ (forgetting about the trend, i.e. setting $\xi = 0$ in their model). Here $(r_t)$ is a random walk $$ r_t = r_{t …
Joris Bierkens's user avatar