Motivated by the advantages of using multiple antennas cognitive radio for a SS purpose as discussed in the above two paragraphs, in this manuscript, by relying on a sample covariance matrix (SCM), we heuristically formulated a test statistic
(1) The supremum is the maximum test statistic
over the range of possible break dates.
Specifically, we report partial [R.sup.2], F-statistics for excluded instruments, and Cragg-Donald Wald test statistic
for weak instruments.
Again, following MacKinlay (1997), the test statistic
for the sign test is calculated as
If the test statistic
is positive it means that the OS mean is higher than the TS mean.
For example, some of these tests require complete specification of the null distribution, some require computation of critical values to be done for each specified null distribution, and some require ordering of the sample data when computing the test statistic
. Generally, most of these tests are not supported when certain combinations of parameters of a specified distribution are estimated.
The test statistic
was derived using the maximum likelihood ratio test (MLRT) method.
In the case of Subject 1, recorded median tension drop was from 222.6 kPa to 110.3 kPa, and the test statistic
had p = 0.0022.
In this study, various goodness of fit criteria such as Sequential Modified Likelihood Ratio Test Statistic
(LR), Final Prediction Error (FPE), Akaike Information Criterion (AIC), Schwarz Information Criterion (SC) and Hannan-Quinn Information Criterion (HQ) were measured.
These two estimates are now comparable and can be used to form a test statistic
In addition to using various letters (F, t, U, and H, for example), each of the results for these statistical tests display a number in parentheses, which appears just after the designation of the test statistic
Explicitly, the Baklizi test statistic
can be written as follows: