Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
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Publication:4614276
DOI10.3982/ECTA10535zbMath1410.62029MaRDI QIDQ4614276
Ulrich K. Müller, Mark W. Watson, Graham Elliott
Publication date: 30 January 2019
Published in: Econometrica (Search for Journal in Brave)
nuisance parameterlinear regressionleast favorable distributioncomposite hypothesismaximin testsnonstandard hypothesis testing problems
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