Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
From MaRDI portal
Publication:4136324
Cited in
(only showing first 100 items - show all)- An exposure-weighted score test for genetic associations integrating environmental risk factors
- Optimal inferences for proportional hazards model with parametric covariate transformations
- On optimal tests for isotropy against the symmetric wrapped stable‐circular uniform mixture family
- A unified approach to validating univariate and multivariate conditional distribution models in time series
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
- Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
- Nonlinearity tests in time series analysis
- Theoretical analysis of power in a two-component normal mixture model
- Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
- On asymptotically optimal tests under loss of identifiability in semiparametric models
- Testing for jumps in the EGARCH process
- Modeling dynamic effects of promotion on interpurchase times
- Detection and localization of hidden radioactive sources with spatial statistical method
- Time-varying threshold cointegration with an application to the Fisher hypothesis
- Assessing cumulative logit models via a score test in random effect models
- The Möbius distribution on the disc
- Nonlinear mean reversion in real exchange rates.
- Test for homogeneity in Hardy-Weinberg normal mixture model
- A proportional score test over the nuisance parameter space: properties and applications
- Testing for randomness in a random coefficient autoregression model
- Tree-structured smooth transition regression models
- Asymptotics for argmin processes: convexity arguments
- Asymptotic theory for regressions with smoothly changing parameters
- A review of optimality of multivariate tests
- TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
- scientific article; zbMATH DE number 718746 (Why is no real title available?)
- Likelihood based testing for no fractional cointegration
- Generalized runs tests for the IID hypothesis
- Detecting business cycle asymmetries using artificial neural networks and time series models
- Semiparametric Methods for Mapping Quantitative Trait Loci with Censored Data
- A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
- Asymptotically similar criteria
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- Testing for Neglected Nonlinearity in Cointegrating Relationships
- On the power of axial tests of uniformity on spheres
- Identification of confirmatory factor analysis models of different levels of invariance for ordered categorical outcomes
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
- Analysis of Ordered Categorical Data: Two Score‐Independent Approaches
- Nonparametric estimation in change point hazard rate models for censored data: A counting process approach
- On the econometrics of the geometric lag model
- On detecting the effect of exposure mixture
- Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach
- A nesting framework for Markov-switching GARCH modelling with an application to the German stock market
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
- The option CAPM and the performance of hedge funds
- Bootstrap-based tests for deterministic time-varying coefficients in regression models
- Infant mortality model for lifetime data
- Score, pseudo-score and residual diagnostics for spatial point process models
- Nonlinear Time Series Models and Model Selection
- On the comprehensive method of testing non-nested regression models
- Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
- Methods of analyzing nonstationary time series with implicit changes in their properties
- Local sequential testing procedures in a normal mixture model
- Testing for the Markov property in time series
- A confidence interval test for the detection of structural breaks
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- Detection of change in persistence of a linear time series
- Robust inference in nonlinear models with mixed identification strength
- Threshold effects in non-dynamic panels: Estimation, testing, and inference
- A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS
- Asymptotics for the likelihood ratio test in a two-component normal mixture model
- Testing linearity using power transforms of regressors
- A trinomial test for paired data when there are many ties
- Testing for volatility jumps in the stochastic volatility process
- Hypothesis testing in a mixture case-control model
- Testing for jumps in the stochastic volatility models
- Testing for a Change in the Hazard Rate with Staggered Entry
- Asymptotic Distribution of the Maximum Likelihood Ratio Test for Gene Detection
- Likelihood ratio testing for admixture models with application to genetic linkage analysis
- Large shocks vs. small shocks. (Or does size matter? May be so.)
- Term structure of risk under alternative econometric specifications
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model
- Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing
- The admixture model in linkage analysis
- MIDAS Regressions: Further Results and New Directions
- Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes
- A test for the presence of conditional heteroskedasticity within arch-m framework
- Survival analysis with time-varying regression effects using a tree-based approach
- Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem
- 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
- A model selection method for S‐estimation
- Maximum likelihood estimation and uniform inference with sporadic identification failure
- Likelihood ratio test for univariate Gaussian mixture
- Robust suptest for the genetic association study under genetic model uncertainty
- Robust tests in genome-wide scans under incomplete linkage disequilibrium
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting
- Rao's score test in spatial econometrics
- Penalized likelihood-ratio test for finite mixture models with multinomial observations
- Semi-Markov Models with Phase-Type Sojourn Distributions
- Flocking in noisy environments
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- On the Non-identifiability Problem Arising on the Poly-Weibull Model
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
- A test for an abrupt change in Weibull hazard functions with staggered entry and type I censoring
- Inference in partially identified heteroskedastic simultaneous equations models
- Testing for the effects of omitted power transformations
- Erosion of Regression Effect in a Survival Study
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap
- THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS1
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)