Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (Q5690044)
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scientific article; zbMATH DE number 966707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis |
scientific article; zbMATH DE number 966707 |
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Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (English)
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2 June 1997
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nonlinear models
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identification
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\(p\)-values
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nuisance parameters
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functionals of chi-square processes
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conditional probability
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threshold models
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self-exciting threshold autoregressive model
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Monte Carlo
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