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

Biometrika

Volumn 89, Issue 2, 2002, Pages 484-489

  Davies, Robert B ^a  

^a Statistics Research Associates   (New Zealand)

Author keywords

Changepoint; F process; Frequency component; Hypothesis test; Nuisance parameter; Process; Two phase regression; Upcrossing

Indexed keywords

EID: 1642455248     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/89.2.484     Document Type: Article

References (7)

1. ABRAMOWITZ, M. & STEGUN, I. A. (1972). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. New York: Dover.
2. DAVIES, R. B. (1977). Hypothesis testing when a nuisance parameter is present only under the alternative. Biometrika 64, 247-54.
3. DAVIES, R. B. (1987). Hypothesis testing when a nuisance parameter is present only under the alternative. Biometrika 74, 33-43.
4. LEHMANN, E. L. (1983). Theory of Point Estimation. New York: Wiley.
5. GOLUB, G. H. & VAN LOAN, C. F. (1996). Matrix Computations, 3rd ed. Baltimore: Johns Hopkins University Press.
6. SHARPE, K. (1978). Some properties of the crossings process generated by a stationary chi-squared process. Adv. Appl. Prob. 10, 373-91.
7. 2, F and t fields. Adv. Appl. Prob. 26, 13-42.