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

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)

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Cited in

(24)

• Constrained inference in mixed-effects models for longitudinal data with application to hearing loss
• UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL
• Testing problems with nuisance parameters: Linear models under non-classical assumptions
• An appraisal of some aspects of statistical inference under inequality constraints
• Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
• Exact \(P\)-values for discrete models obtained by estimation and maximization
• Confidence intervals for seroprevalence
• A Page test with nuisance parameter estimation
• Tests of Distributional Hypotheses with Nuisance Parameters Using Fourier Series Methods
• Strictly majorizing tests in problems with nuisance parameters
• Finite sample nonparametric inference and large sample efficiency.
• scientific article; zbMATH DE number 5233422 (Why is no real title available?)
• scientific article; zbMATH DE number 1995702 (Why is no real title available?)
• Valid \(p\)-values and expectations of \(p\)-values revisited
• Using invalid instruments on purpose: focused moment selection and averaging for GMM
• Wald, QLR, and score tests when parameters are subject to linear inequality constraints
• A method of constructing tests based on the quadratic form
• Absolutely admissible tests in the presence of nuisance parameters
• 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
• A smoothed \(p\)-value test when there is a nuisance parameter under the alternative
• Bonferroni-based size-correction for nonstandard testing problems
• 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

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