Hypothesis testing when a nuisance parameter is identified only under the alternative hypothesis

When a nuisance parameter is unidentified under the null hypothesis, standard testing procedures cannot be applied due to the singularity of the information matrix. Probably best known examples are the problems of unknown change points and the mixtures of distributions in econometrics and statistics. Davies (1977, 1987) proposes a general solution to this type of problems.

Name thesis:degree_name

Ph.D.

Level thesis:degree_level

Dissertation

Discipline thesis:degree_discipline

Economics

Grantor

University of Illinois at Urbana-Champaign

Year dc:date

2011

Author dc:creator

• Ra, Sungsup

Contributors dc:contributor

• Bera, Anil K.

• Economics, General
• Economics, Theory

Statement dc:rights

• Copyright 1993 Ra, Sungsup

Language dc:language

eng

Identifier

AAI9411756
(UMI)AAI9411756

OAI identifier oai:identifier

oai:www.ideals.illinois.edu:2142/20246