Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (Q5690044): Difference between revisions

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scientific article; zbMATH DE number 966707
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English
Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
scientific article; zbMATH DE number 966707

    Statements

    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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