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

Graham Elliott (), Ulrich K Müller and Mark W Watson

University of California at San Diego, Economics Working Paper Series from Department of Economics, UC San Diego

Keywords: Least favorable distribution; composite hypothesis; maximin tests; Economic Theory; Applied Economics; Econometrics (search for similar items in EconPapers)
Date: 2015-01-01
References: Add references at CitEc
Citations: View citations in EconPapers (78)

Downloads: (external link)
https://www.escholarship.org/uc/item/5jp0q0fx.pdf;origin=repeccitec (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cdl:ucsdec:qt5jp0q0fx

Access Statistics for this paper

More papers in University of California at San Diego, Economics Working Paper Series from Department of Economics, UC San Diego Contact information at EDIRC.
Bibliographic data for series maintained by Lisa Schiff ().