Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
Year of publication: |
2012
|
---|---|
Authors: | Leeb, Hannes ; Pötscher, Benedikt M. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Tests in presence of nuisance parameters | inference post model selection |
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