Browsing by Keywords "Hypothesis testing"
Now showing items 1-11 of 11
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Centralized and decentralized detection with cost-constrained measurements
(Elsevier B.V., 2017)Optimal detection performance of centralized and decentralized detection systems is investigated in the presence of cost constrained measurements. For the evaluation of detection performance, Bayesian, Neyman–Pearson and ... -
Centralized and decentralized detection with cost-constrained measurements
(Bilkent University, 2016-05)In this thesis, optimal detection performance of centralized and decentralized detection systems is investigated in the presence of cost constrained measurements. For the evaluation of detection performance, Bayesian, ... -
Detection and identification of changes of hidden Markov chains: Asymptotic theory
(Springer Science and Business Media B.V., 2021-10-06)This paper revisits a unified framework of sequential change-point detection and hypothesis testing modeled using hidden Markov chains and develops its asymptotic theory. Given a sequence of observations whose distributions ... -
The Fisher hypothesis: a multi-country analysis
(Routledge, 2002)This paper tests whether the Fisher hypothesis holds for a sample of 26 countries by assessing the long run relationship between nominal interest rates and inflation rates taking into consideration the short run dynamics ... -
Foreign equity trading and average stock-return volatility
(Wiley-Blackwell Publishing, 2013)We examine whether there is a relationship between foreign equity trading and average total volatility, measured as the value-weighted average of stock-return variance in the Istanbul Stock Exchange. We employ foreign ... -
Hypothesis testing under subjective priors and costs as a signaling game
(IEEE, 2019)Many communication, sensor network, and networked control problems involve agents (decision makers) which have either misaligned objective functions or subjective probabilistic models. In the context of such setups, we ... -
Noise enhanced detection
(Bilkent University, 2009)Performance of some suboptimal detectors can be improved by adding independent noise to their measurements. Improving the performance of a detector by adding a stochastic signal to the measurement can be considered in ... -
On the optimality of likelihood ratio test for prospect theory-based binary hypothesis testing
(Institute of Electrical and Electronics Engineers, 2018)In this letter, the optimality of the likelihood ratio test (LRT) is investigated for binary hypothesis testing problems in the presence of a behavioral decision-maker. By utilizing prospect theory, a behavioral decision-maker ... -
Optimal cost allocation in centralized and decentralized detection problems
(IEEE, 2016)The optimal cost allocation problem is proposed for centralized and decentralized detection systems in the presence of cost constrained measurements, where the aim is to minimize the probability of error of a given detection ... -
Optimal decision rules for simple hypothesis testing under general criterion involving error probabilities
(IEEE, 2020)The problem of simple M-ary hypothesis testing under a generic performance criterion that depends on arbitrary functions of error probabilities is considered. Using results from convex analysis, it is proved that an optimal ... -
A visual goodness-of-fit test for econometric models
(Walter de Gruyter GmbH, 1998)This paper designs a visual goodness-of-fit test based on the probability integral transformation of the residuals of an estimated model. We illustrate the method with histograms and correlograms of transformed series for ...
