Hypothesis testing when a nuisance parameter is identified only under the alternative hypothesis

When a nuisance parameter is unidentified under the null hypothesis, standard testing procedures cannot be applied due to the singularity of the information matrix. Probably best known examples are the problems of unknown change points and the mixtures of distributions in econometrics and statistics. Davies (1977, 1987) proposes a general solution to this type of problems.

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Year of publication:	1993
Authors:	Ra, Sungsup
Other Persons:	Bera, Anil K. (contributor)
Subject:	Theory

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Type of publication:	Other
Language:	English
Source:	BASE

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