Nearly optimal tests when a nuisance parameter is present under the null hypothesis
by Graham Elliott, Ulrich K. Müller and Mark W. Watson
| Year of publication: |
2015
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| Authors: | Elliott, Graham ; Müller, Ulrich K. ; Watson, Mark W. |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 83.2015, 2, p. 771-811
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| Subject: | Least favorable distribution | composite hypothesis | maximin tests | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011350606