Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative

From MaRDI portal
Revision as of 09:22, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4136324

DOI10.2307/2335690zbMath0362.62026OpenAlexW4243668324MaRDI QIDQ4136324

No author found.

Publication date: 1977

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2335690




Related Items (only showing first 100 items - show all)

Bootstrap testing for the null of no cointegration in a threshold vector error correction modelIdentification of confirmatory factor analysis models of different levels of invariance for ordered categorical outcomesAsymptotics for the likelihood ratio test in a two-component normal mixture modelContemporaneous threshold autoregressive models: estimation, testing and forecastingLarge shocks vs. small shocks. (Or does size matter? May be so.)Term structure of risk under alternative econometric specificationsTesting for jumps in the EGARCH processOn asymptotically optimal tests under loss of identifiability in semiparametric modelsExact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility modelsThe dynamic invariant multinomial probit model: identification, pretesting and estimationMethods of analyzing nonstationary time series with implicit changes in their propertiesA mixture likelihood approach for generalized linear modelsDynamic panels with threshold effect and endogeneityOptimal changepoint tests for normal linear regressionTesting for volatility jumps in the stochastic volatility processStatistical inference in non-nested econometric modelsModeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosisOn two-stage Monte Carlo tests of composite hypothesesNew testing approaches for mean-variance predictabilityPanel threshold spatial Durbin models with individual fixed effectsUnnamed ItemTesting multiple equation systems for common nonlinear componentsTesting for the effects of omitted power transformationsOptimal inferences for proportional hazards model with parametric covariate transformationsModeling dynamic effects of promotion on interpurchase timesFinite-sample bootstrap inference in GARCH models with heavy-tailed innovationsSimple VARs cannot approximate Markov switching asset allocation decisions: an out-of-sample assessmentAsymptotic test of mixture model and its applications to QTL interval mappingA floor and ceiling model of US outputRobust suptest for the genetic association study under genetic model uncertaintyOn the econometrics of the geometric lag modelOn the power of axial tests of uniformity on spheresBootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear modelsRegime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problemAsymptotic theory for regressions with smoothly changing parametersA proportional score test over the nuisance parameter space: properties and applicationsTesting for co-nonlinearityA trinomial test for paired data when there are many tiesEffects of filtering data on testing asymmetry in threshold autoregressive modelsFlexible Fourier form for volatility breaksRobust tests in genome-wide scans under incomplete linkage disequilibriumRegression discontinuity designs with unknown state-dependent discontinuity points: estimation and testingTime-varying threshold cointegration with an application to the Fisher hypothesisLikelihood ratio tests for continuous monotone hazards with an unknown change pointOn the comprehensive method of testing non-nested regression modelsA confidence interval test for the detection of structural breaksPitfalls of testing non-nested hypotheses by the Lagrange multiplier methodThe option CAPM and the performance of hedge fundsThe dynamic mixed hitting-time model for multiple transaction prices and timesAn asymptotic test for quantitative trait locus detection in presence of missing genotypesDynamic panels with MIDAS covariates: nonlinearity, estimation and fitDetection of change in persistence of a linear time seriesInference in partially identified heteroskedastic simultaneous equations modelsOn a constrained mixture vector autoregressive modelSmall sample improvements in the threshold cointegration test using residual-based moving block bootstrapTesting linearity using power transforms of regressorsRobust inference in nonlinear models with mixed identification strengthA review of optimality of multivariate testsTesting for randomness in a random coefficient autoregression modelLeast squares estimation of large dimensional threshold factor modelsTest for homogeneity in Hardy-Weinberg normal mixture modelMeasuring and testing for interval quantile dependenceMaximum likelihood estimation and uniform inference with sporadic identification failureBootstrap-based tests for deterministic time-varying coefficients in regression modelsFlocking in noisy environmentsA new interval mapping approach based on a general sib-pair regression model with a modified Wald testThe admixture model in linkage analysisTheoretical analysis of power in a two-component normal mixture modelModeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive modelA hidden Markov model for informative dropout in longitudinal response data with crisis statesSimulation-based finite-sample tests for heteroskedasticity and ARCH effectsThe limiting bound of Efron's W-formula for hypothesis testing when a nuisance parameter is present only under the alternativeTesting for observation-dependent regime switching in mixture autoregressive modelsMIDAS Regressions: Further Results and New DirectionsA unified approach to validating univariate and multivariate conditional distribution models in time seriesOn quantitative trait locus mapping with an interference phenomenonAn exposure-weighted score test for genetic associations integrating environmental risk factorsTesting for unobserved heterogeneity in exponential and Weibull duration modelsLikelihood based testing for no fractional cointegrationGeneralized runs tests for the IID hypothesisThreshold effects in non-dynamic panels: Estimation, testing, and inferenceSurvival Analysis with Time-Varying Regression Effects Using a Tree-Based ApproachDose response signal detection under model uncertaintyTesting linearity against threshold effects: uniform inference in quantile regressionAnalysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M modelsDetecting business cycle asymmetries using artificial neural networks and time series modelsTree-structured smooth transition regression modelsDetection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesisTesting for jumps in the stochastic volatility modelsAsymptotics for argmin processes: convexity argumentsModelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variablesDetection and localization of hidden radioactive sources with spatial statistical methodTesting for a changepoint in the Cox survival regression modelAsymptotically similar criteriaConsistency of a range of penalised cost approaches for detecting multiple changepointsTesting for GARCH effects: A one-sided approachTesting parameter constancy in linear models against stochastic stationary parametersAlternative procedures and associated tests of significance for non- nested hypothesesNonlinear mean reversion in real exchange rates.The Möbius distribution on the disc






This page was built for publication: Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative