A smoothed \(p\)-value test when there is a nuisance parameter under the alternative

DOI10.1016/j.jspi.2023.08.001zbMath1522.62023arXiv1511.04626OpenAlexW3122279548MaRDI QIDQ6076573

Jonathan B. Hill

Publication date: 17 October 2023

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.04626

zbMATH Keywords

nuisance parameterweak identification\(p\)-value testempirical process testGARCH testomitted nonlinearity test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes (62M99)

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