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
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    A smoothed \(p\)-value test when there is a nuisance parameter under the alternative
    scientific article; zbMATH DE number 7750938

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      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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