Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling

DOI10.1080/00949655.2016.1149855OpenAlexW2406830870MaRDI QIDQ5221515

Vito M. R. Muggeo

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Testing_with_a_nuisance_parameter_present_only_under_the_alternative_a_score_based_approach_with_application_to_segmented_modelling/2747764

zbMATH Keywords

score testpiecewise linearbreakpoint detectionthreshold valuenon-standard inference

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

Related Items (3)

A new estimation method for continuous threshold expectile model ⋮ Estimation of Knots in Linear Spline Models ⋮ M-estimators for models with a mix of discrete and continuous parameters

Uses Software

• Joinpoint

Cites Work

• Unnamed Item
• Unnamed Item
• Conditional random quantities and compounds of conditionals
• On Hotelling's formula for the volume of tubes and Naiman's inequality
• The log likelihood ratio in segmented regression
• Inference under right censoring for transformation models with a change-point based on a covariate threshold
• Modeling temperature effects on mortality: multiple segmented relationships with common break points
• The likelihood ratio test for a change-point in simple linear regression
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Inference on Segmented Polynomial Models
• Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case
• Inference about the intersection in two-phase regression
• Inference in Two-Phase Regression
• Linear Statistical Inference and its Applications
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
• Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters
• Score tests when a nuisance parameter is unidentified under the null hypothesis

This page was built for publication: Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling