Bansal, Naveen K. - In: Statistics & Decisions 25 (2007) 1, pp. 19-39
Consider a probability model P θ,α , where θ=(θ 1 ,θ 2 ,…,θ k ) T is a parameter vector of interest, and α is some nuisance parameter. The problem of testing null hypothesis H 0 : θ 1 =θ 2 =…=θ k against selecting one of k alternative hypotheses H i :θ i =θ [ k ] θ [1] , i...