Biased estimation and hypothesis testing
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Peter Stahlecker; Karsten Schmidt
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Article
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1996
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Springer Netherlands
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English
β 243 KB
We consider a test of the simple hypothesis/3 = /3o based on some biased estimator. Under a certain condition the corresponding test statistic coincides with the usual F-statistic based on the least squares estimator. Surprisingly, this condition is met by several well-known biased estimators.