Detail

Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values

Author(s)
Benedikt Pötscher, Hannes Leeb
Organisation(s)
Department of Statistics and Operations Research
Pages
69-82
DOI
https://doi.org/10.1007/978-3-319-41573-4
Publication date
2017
Peer reviewed
Yes
Austrian Fields of Science 2012
101018 Statistics, 502025 Econometrics
Keywords
Portal url
https://ucrisportal.univie.ac.at/en/publications/testing-in-the-presence-of-nuisance-parameters-some-comments-on-tests-postmodelselection-and-random-critical-values(9e4bebfe-7b88-4147-93f4-9762552ddab2).html