Hypothesis Testing in the Presence of One-sided Nuisance Parameters
In this paper, we investigate whether similar improvements are observed when we have a non-sample information regarding the nuisance parameters in the testing problem. It is shown under several realistic regularity conditions, that tests based on inequality constrained estimates of nuisance parameters and tests based on unconstrained estimates have identical asymptotic properties.
|Date of creation:||1999|
|Date of revision:|
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