A Test in the Presence of Nuisance Parameters

DOI10.2307/2291597zbMath0883.62025OpenAlexW4236058575MaRDI QIDQ4366117

Mervyn J. Silvapullé

Publication date: 23 March 1998

Full work available at URL: https://doi.org/10.2307/2291597

zbMATH Keywords

score testLikelihood ratio testorder-restricted inferenceLagrange multiplier testone-sided test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

Related Items

UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL, Using invalid instruments on purpose: focused moment selection and averaging for GMM, Confidence intervals for seroprevalence, Bonferroni-based size-correction for nonstandard testing problems, A smoothed \(p\)-value test when there is a nuisance parameter under the alternative, Wald, QLR, and score tests when parameters are subject to linear inequality constraints, Constrained inference in mixed-effects models for longitudinal data with application to hearing loss, A Note on Permutation Tests for Variance Components in Multilevel Generalized Linear Mixed Models, On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity, Score, pseudo-score and residual diagnostics for spatial point process models, Valid \(p\)-values and expectations of \(p\)-values revisited, EXACTP-VALUES FOR DISCRETE MODELS OBTAINED BY ESTIMATION AND MAXIMIZATION, Finite sample nonparametric inference and large sample efficiency., An appraisal of some aspects of statistical inference under inequality constraints