Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case

Author: Davies R.B.

Source: Biometrika, Volume 89, Number 2, June 2002 , pp. 484-489(6)

Publisher: Oxford University Press

Abstract:

Keywords: Changepoint; F process; Frequency component; Hypothesis test; Nuisance parameter; t process; Two-phase regression; Upcrossing

Document Type: Miscellaneous

Affiliations: 1: Statistics Research Associates Limited, PO Box 12 649, Thorndon, Wellington, New Zealand robert@statsresearch.co.nz

Publication date: 2002-06-01

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