Testing problems with nuisance parameters: Linear models under non-classical assumptions
DOI10.1007/BF01415513zbMath0688.62022OpenAlexW2068654359MaRDI QIDQ4207478
Hermann Witting, Ulrich Müller-Funk
Publication date: 1989
Published in: [https://portal.mardi4nfdi.de/entity/Q3031760 ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research] (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01415513
local asymptotic normalityconditioningnuisance parametergeneralized Behrens-Fisher problemanalysis of covariancereduction by invarianceC(alpha) testslocal asymptotic approachLAN-familieslocal asymptotic optimal testsNeyman's theorynon-normal heteroscedastic linear models
Cites Work
- Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
- Asymptotic methods in statistical decision theory
- Size and Power of Tests for Equality of Means of Two Normal Populations with Unequal Variances
- On the Elimination of Nuisance Parameters
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Testing problems with nuisance parameters: Linear models under non-classical assumptions