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

DOI10.2307/2335690MaRDI QIDQ4136324zbMATH OpenOpenAlexFDO

Authors

Publication date 1977

Published in Biometrika (Search for Journal in Brave)

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

Mathematics Subject Classification ID

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

Cited in

(only showing first 100 items - show all)

• Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models
• Detecting business cycle asymmetries using artificial neural networks and time series models
• Tree-structured smooth transition regression models
• Testing for jumps in the stochastic volatility models
• Asymptotics for argmin processes: convexity arguments
• Statistical inference in non-nested econometric models
• On the comprehensive method of testing non-nested regression models
• Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
• A review of optimality of multivariate tests
• Testing for GARCH effects: A one-sided approach
• Testing parameter constancy in linear models against stochastic stationary parameters
• MIDAS Regressions: Further Results and New Directions
• Testing multiple equation systems for common nonlinear components
• A floor and ceiling model of US output
• Threshold effects in non-dynamic panels: Estimation, testing, and inference
• Survival analysis with time-varying regression effects using a tree-based approach
• Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
• On two-stage Monte Carlo tests of composite hypotheses
• Asymptotic theory for regressions with smoothly changing parameters
• Testing for randomness in a random coefficient autoregression model
• The admixture model in linkage analysis
• Asymptotically similar criteria
• Nonlinear mean reversion in real exchange rates.
• Asymptotics for the likelihood ratio test in a two-component normal mixture model
• A mixture likelihood approach for generalized linear models
• Optimal changepoint tests for normal linear regression
• Testing for the effects of omitted power transformations
• Optimal inferences for proportional hazards model with parametric covariate transformations
• Modeling dynamic effects of promotion on interpurchase times
• Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
• Simple VARs cannot approximate Markov switching asset allocation decisions: an out-of-sample assessment
• On the econometrics of the geometric lag model
• Detection of change in persistence of a linear time series
• Measuring and testing for interval quantile dependence
• Testing for observation-dependent regime switching in mixture autoregressive models
• Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis
• Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables
• Consistency of a range of penalised cost approaches for detecting multiple changepoints
• On the power of axial tests of uniformity on spheres
• Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
• Inference in partially identified heteroskedastic simultaneous equations models
• On a constrained mixture vector autoregressive model
• The limiting bound of Efron's W-formula for hypothesis testing when a nuisance parameter is present only under the alternative
• Testing for a changepoint in the Cox survival regression model
• Identification of confirmatory factor analysis models of different levels of invariance for ordered categorical outcomes
• Methods of analyzing nonstationary time series with implicit changes in their properties
• The dynamic mixed hitting-time model for multiple transaction prices and times
• Flocking in noisy environments
• Theoretical analysis of power in a two-component normal mixture model
• A unified approach to validating univariate and multivariate conditional distribution models in time series
• On quantitative trait locus mapping with an interference phenomenon
• The Möbius distribution on the disc
• The dynamic invariant multinomial probit model: identification, pretesting and estimation
• New testing approaches for mean-variance predictability
• Panel threshold spatial Durbin models with individual fixed effects
• Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models
• Testing for co-nonlinearity
• Effects of filtering data on testing asymmetry in threshold autoregressive models
• Flexible Fourier form for volatility breaks
• Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing
• Time-varying threshold cointegration with an application to the Fisher hypothesis
• Performances of a test for homogeneity against a Gaussian mixture hypothesis
• Bootstrap testing for the null of no cointegration in a threshold vector error correction model
• An exposure-weighted score test for genetic associations integrating environmental risk factors
• Dose response signal detection under model uncertainty
• A test for an abrupt change in Weibull hazard functions with staggered entry and type I censoring
• Contemporaneous threshold autoregressive models: estimation, testing and forecasting
• 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
• Adjusted supremum score-type statistics for evaluating non-standard hypotheses
• Sir Clive Granger's contributions to nonlinear time series and econometrics
• Hypothesis testing in a mixture case-control model
• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
• Semi-Markov Models with Phase-Type Sojourn Distributions
• ADL tests for threshold cointegration
• On the tails of the distribution of the maximum of a smooth stationary Gaussian process
• Testing for a Change in the Hazard Rate with Staggered Entry
• On the Non-identifiability Problem Arising on the Poly-Weibull Model
• Testing for harmonic regressors
• Testing for the Markov property in time series
• Dynamic panels with threshold effect and endogeneity
• A Case-Cohort Design for Assessing Covariate Effects in Longitudinal Studies
• Nonparametric estimation in change point hazard rate models for censored data: A counting process approach
• Erosion of Regression Effect in a Survival Study
• Testing effect of a drug using multiple nested models for the dose-response
• Testing for Neglected Nonlinearity in Cointegrating Relationships
• Analysis of Ordered Categorical Data: Two Score‐Independent Approaches
• SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
• Nonlinearity tests in time series analysis
• Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
• TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
• Asymptotic Distribution of the Maximum Likelihood Ratio Test for Gene Detection
• Calculating significance levels when lod scores are maximized over nuisance parameters
• Asymptotic test of mixture model and its applications to QTL interval mapping
• Robust suptest for the genetic association study under genetic model uncertainty
• A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
• Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem
• Testing linearity against nonlinear moving average models
• A spatial scan statistic

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