Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis.

This paper considers nonstandard hypothesis testing problems that involve a nuisance parameter. We establish an upper bound on the weighted average power of all valid tests, and develop a numerical algorithm that determines a feasible test with power close to the bound. The approach is illustrated i...

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Detalles Bibliográficos

Publicado en:	Econometrica Vol. 83; no. 2; pp. 771 - 812
Autores principales:	Elliott, Graham, Müller, Ulrich K., Watson, Mark W.
Formato:	Artículo
Publicado:	Wiley-Blackwell Mar2015
Materias:	Parameter estimation Boundary value problems Gaussian function Gaussian distribution Regression analysis
Acceso en línea:	Ver este registro en EBSCOhost