Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling

We introduce a score-type statistic to test for a non-zero regression coefficient when the relevant term involves a nuisance parameter present only under the alternative. Despite the non-regularity and complexity of the problem and unlike the previous approaches, the proposed test statistic does not...

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Bibliographic Details
Published in:	Journal of statistical computation and simulation Vol. 86; no. 15; pp. 3059 - 3067
Main Author:	Muggeo, Vito M. R.
Format:	Journal Article
Language:	English
Published:	Abingdon Taylor & Francis 12.10.2016 Taylor & Francis Ltd
Subjects:	Breakpoint detection Breast Computer simulation Gene expression Mathematical models non-standard inference Nuisance Patients piecewise linear Primary: 62F03 Regression score test Secondary: 62J02 Statistical tests Statistics threshold value
ISSN:	0094-9655, 1563-5163
Online Access:	Get full text
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