Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values

DOI10.1007/978-3-319-41573-4_4zbMath1380.62089arXiv1209.4543OpenAlexW1709786888MaRDI QIDQ4595749

Benedikt M. Pötscher, Hannes Leeb

Publication date: 6 December 2017

Published in: Contributions to Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.4543

zbMATH Keywords

nuisance parameterstestingeconometricspost-model-selectionrandom critical values

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03)

Related Items (4)

Bonferroni-based size-correction for nonstandard testing problems ⋮ Uniformly valid inference based on the Lasso in linear mixed models ⋮ HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION ⋮ INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS

This page was built for publication: Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values