A Test in the Presence of Nuisance Parameters

DOI10.2307/2291597zbMATH Open0883.62025OpenAlexW4236058575MaRDI QIDQ4366117FDOQ4366117

Authors: Mervyn J. Silvapulle 

Publication date: 23 March 1998

Full work available at URL: https://doi.org/10.2307/2291597

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zbMATH Keywords

score testorder-restricted inferenceLagrange multiplier testone-sided testLikelihood ratio test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

Cited In (24)

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• Using invalid instruments on purpose: focused moment selection and averaging for GMM
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• 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
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• 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.

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