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)

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
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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
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
Optimal inferences for proportional hazards model with parametric covariate transformations
Tree-structured smooth transition regression models
Asymptotics for argmin processes: convexity arguments
Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
Methods of analyzing nonstationary time series with implicit changes in their properties
Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
On the econometrics of the geometric lag model
Detection and localization of hidden radioactive sources with spatial statistical method
A proportional score test over the nuisance parameter space: properties and applications
A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
Nonparametric estimation in change point hazard rate models for censored data: A counting process approach
Infant mortality model for lifetime data
Asymptotic theory for regressions with smoothly changing parameters
On the power of axial tests of uniformity on spheres
Modeling dynamic effects of promotion on interpurchase times
A review of optimality of multivariate tests
Testing for Neglected Nonlinearity in Cointegrating Relationships
Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
A unified approach to validating univariate and multivariate conditional distribution models in time series
Time-varying threshold cointegration with an application to the Fisher hypothesis
Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
The option CAPM and the performance of hedge funds
On the comprehensive method of testing non-nested regression models
Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach
Nonlinearity tests in time series analysis
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
Nonlinear Time Series Models and Model Selection
Asymptotically similar criteria
Test for homogeneity in Hardy-Weinberg normal mixture model
Identification of confirmatory factor analysis models of different levels of invariance for ordered categorical outcomes
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
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
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
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
A Test for an Abrupt Change in Weibull Hazard Functions with Staggered Entry and Type I Censoring
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

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