A Test in the Presence of Nuisance Parameters
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Publication:4366117
DOI10.2307/2291597zbMATH Open0883.62025OpenAlexW4236058575MaRDI QIDQ4366117FDOQ4366117
Publication date: 23 March 1998
Full work available at URL: https://doi.org/10.2307/2291597
Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)
Cited In (24)
- Constrained inference in mixed-effects models for longitudinal data with application to hearing loss
- A method of constructing tests based on the quadratic form
- Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
- Absolutely admissible tests in the presence of nuisance parameters
- Using invalid instruments on purpose: focused moment selection and averaging for GMM
- Bonferroni-based size-correction for nonstandard testing problems
- Valid \(p\)-values and expectations of \(p\)-values revisited
- Exact \(P\)-values for discrete models obtained by estimation and maximization
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- Testing problems with nuisance parameters: Linear models under non-classical assumptions
- UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL
- Tests based on monte carlo simulations conditioned on maximum likelihood estimates of nuisance parameters
- Score, pseudo-score and residual diagnostics for spatial point process models
- Confidence intervals for seroprevalence
- A Page test with nuisance parameter estimation
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative
- Wald, QLR, and score tests when parameters are subject to linear inequality constraints
- Strictly majorizing tests in problems with nuisance parameters
- Title not available (Why is that?)
- An appraisal of some aspects of statistical inference under inequality constraints
- Tests of Distributional Hypotheses with Nuisance Parameters Using Fourier Series Methods
- A Note on Permutation Tests for Variance Components in Multilevel Generalized Linear Mixed Models
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
- Finite sample nonparametric inference and large sample efficiency.
Recommendations
- P Values Maximized Over a Confidence Set for the Nuisance Parameter ๐ ๐
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative ๐ ๐
- Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis ๐ ๐
- A filter for ``confidence interval \(P\)-values ๐ ๐
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