Testing problems with nuisance parameters: Linear models under non-classical assumptions

DOI10.1007/BF01415513MaRDI QIDQ4207478zbMATH OpenOpenAlexFDO

Authors Ulrich Müller-Funk, Hermann Witting

Publication date 1989

Published in ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01415513

zbMATH Keywords

analysis of covarianceC(alpha) testsconditioninggeneralized Behrens-Fisher problemLAN-familieslocal asymptotic approachlocal asymptotic normalitylocal asymptotic optimal testsNeyman's theorynon-normal heteroscedastic linear modelsnuisance parameterreduction by invariance

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Linear inference, regression (62J99)

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Cites work

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• On the Elimination of Nuisance Parameters
• Size and Power of Tests for Equality of Means of Two Normal Populations with Unequal Variances
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

Cited in

(7)

• Strictly majorizing tests in problems with nuisance parameters
• Neyman's \({\mathrm C}(\alpha)\) test for unobserved heterogeneity
• A Page test with nuisance parameter estimation
• Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case
• Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
• Rank tests in heteroscedastic linear model with nuisance parameters
• scientific article; zbMATH DE number 5233422 (Why is no real title available?)

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