Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative (Q4319566)

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scientific article; zbMATH DE number 710540
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Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
scientific article; zbMATH DE number 710540

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    Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative (English)
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    28 June 1995
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    exponential average test
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    multiple changepoint test
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    nonstandard testing problem
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    test of common factors
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    test of cross-sectional constancy
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    test of variable relevance
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    threshold autoregressive model
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    tables for asymptotic critical values
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    likelihood ratio tests
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    asymptotically optimal tests
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    nuisance parameter
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    tests of one-time structural change
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    change-point
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    weighted average power criterion
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