Perturbed Datasets Methods for Hypothesis Testing and Structure of Corresponding Confidence Sets

@article{Kolumbn2015PerturbedDM,
  title={Perturbed Datasets Methods for Hypothesis Testing and Structure of Corresponding Confidence Sets},
  author={S{\'a}ndor Kolumb{\'a}n and Istv{\'a}n Vajk and Johan Schoukens},
  journal={Automatica},
  year={2015},
  volume={51},
  pages={326-331}
}
Hypothesis testing methods that do not rely on exact distribution assumptions have been emerging lately. The method of sign-perturbed sums (SPS) is capable of characterizing confidence regions with exact confidence levels for linear regression and linear dynamical systems parameter estimation problems if the noise distribution is symmetric. This paper describes a general family of hypothesis testing methods that have an exact user chosen confidence level based on finite sample count and without… CONTINUE READING
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