A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573)
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scientific article; zbMATH DE number 7750938
Language | Label | Description | Also known as |
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English | A smoothed \(p\)-value test when there is a nuisance parameter under the alternative |
scientific article; zbMATH DE number 7750938 |
Statements
A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (English)
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17 October 2023
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\(p\)-value test
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empirical process test
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nuisance parameter
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weak identification
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GARCH test
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omitted nonlinearity test
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