© 2002 by Biometrika Trust
Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case
1 Statistics Research Associates Limited, PO Box 12 649, Thorndon, Wellington, New Zealand robert@statsresearch.co.nz
The results of Davies (1977, 1987) are extended to a linear model situation with unknown residual variance.
Key Words: Changepoint; F process; Frequency component; Hypothesis test; Nuisance parameter; t process; Two-phase regression; Upcrossing
Received September 2001. Revised November 2001