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

DOI10.2307/2335690zbMATH Open0362.62026OpenAlexW4243668324MaRDI QIDQ4136324FDOQ4136324

Authors:

Publication date: 1977

Published in: Biometrika (Search for Journal in Brave)

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

Exact distribution theory in statistics (62E15) Gaussian processes (60G15) Asymptotic properties of parametric tests (62F05)

Cited In (only showing first 100 items - show all)

Testing for volatility jumps in the stochastic volatility process
Penalized likelihood-ratio test for finite mixture models with multinomial observations
On quantitative trait locus mapping with an interference phenomenon
On finite mixture models
On two-stage Monte Carlo tests of composite hypotheses
Testing for jumps in the stochastic volatility models
Likelihood ratio test for univariate Gaussian mixture
Robust suptest for the genetic association study under genetic model uncertainty
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
Testing for the effects of omitted power transformations
A new interval mapping approach based on a general sib-pair regression model with a modified Wald test
Likelihood ratio tests for continuous monotone hazards with an unknown change point
Specification, estimation, and evaluation of smooth transition autoregressive models
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model
A hidden Markov model for informative dropout in longitudinal response data with crisis states
Rao's score test in spatial econometrics
On the Non-identifiability Problem Arising on the Poly-Weibull Model
Asymptotics for the likelihood ratio test in a two-component normal mixture model
Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem
Statistical inference in non-nested econometric models
Bootstrap testing for the null of no cointegration in a threshold vector error correction model
A mixture likelihood approach for generalized linear models
A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS
Detection of change in persistence of a linear time series
Survival analysis with time-varying regression effects using a tree-based approach
Change-points: from sequential detection to biology and back
Alternative procedures and associated tests of significance for non- nested hypotheses
Testing for the Markov property in time series
Large shocks vs. small shocks. (Or does size matter? May be so.)
Term structure of risk under alternative econometric specifications
A test for an abrupt change in Weibull hazard functions with staggered entry and type I censoring
Testing linearity against threshold effects: uniform inference in quantile regression
Likelihood ratio testing for admixture models with application to genetic linkage analysis
Flocking in noisy environments
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
Optimal changepoint tests for normal linear regression
Semi-Markov Models with Phase-Type Sojourn Distributions
Inference in partially identified heteroskedastic simultaneous equations models
SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
Robust tests in genome-wide scans under incomplete linkage disequilibrium
THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS¹
A floor and ceiling model of US output
Hypothesis testing in a mixture case-control model
Testing multiple equation systems for common nonlinear components
Measuring and testing for interval quantile dependence
Artificial neural networks: an econometric perspective^∗
Dynamic panels with threshold effect and endogeneity
An asymptotic test for quantitative trait locus detection in presence of missing genotypes
Robust inference in nonlinear models with mixed identification strength
A trinomial test for paired data when there are many ties
Testing for a Change in the Hazard Rate with Staggered Entry
Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes
Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap
A test for the presence of conditional heteroskedasticity within arch-m framework
Erosion of Regression Effect in a Survival Study
Simple VARs cannot approximate Markov switching asset allocation decisions: an out-of-sample assessment
Asymptotic Distribution of the Maximum Likelihood Ratio Test for Gene Detection
Contemporaneous threshold autoregressive models: estimation, testing and forecasting
The dynamic mixed hitting-time model for multiple transaction prices and times
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
A confidence interval test for the detection of structural breaks
Testing linearity using power transforms of regressors
The admixture model in linkage analysis
Maximum likelihood estimation and uniform inference with sporadic identification failure
Testing for unobserved heterogeneity in exponential and Weibull duration models
Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing
MIDAS Regressions: Further Results and New Directions
A model selection method for S‐estimation
Least squares estimation of large dimensional threshold factor models
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models
Threshold effects in non-dynamic panels: Estimation, testing, and inference
On the tails of the distribution of the maximum of a smooth stationary Gaussian process
A spatial scan statistic
Polyhazard Models for Lifetime Data
Asymptotic test of mixture model and its applications to QTL interval mapping
Testing for GARCH effects: A one-sided approach
Testing parameter constancy in linear models against stochastic stationary parameters
Detecting business cycle asymmetries using artificial neural networks and time series models
The Möbius distribution on the disc
Bootstrap-based tests for deterministic time-varying coefficients in regression models
On asymptotically optimal tests under loss of identifiability in semiparametric models
Testing for jumps in the EGARCH process
Local sequential testing procedures in a normal mixture model
Title not available (Why is that?)
Analysis of Ordered Categorical Data: Two Score‐Independent Approaches
On optimal tests for isotropy against the symmetric wrapped stable‐circular uniform mixture family
Assessing cumulative logit models via a score test in random effect models
Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
Nonlinear mean reversion in real exchange rates.
Semiparametric Methods for Mapping Quantitative Trait Loci with Censored Data
Likelihood based testing for no fractional cointegration
Generalized runs tests for the IID hypothesis
On detecting the effect of exposure mixture
Theoretical analysis of power in a two-component normal mixture model
Testing for randomness in a random coefficient autoregression model
A nesting framework for Markov-switching GARCH modelling with an application to the German stock market
Score, pseudo-score and residual diagnostics for spatial point process models
An exposure-weighted score test for genetic associations integrating environmental risk factors

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4136324)