COWLES FOUNDATION FOR RESEARCH IN ECONOMICS
AT YALE UNIVERSITY

Box 208281
New Haven, CT 06520-8281

Lux et veritas

COWLES FOUNDATION DISCUSSION PAPER NO. 1058

"Admissibility of the Likelihood Ratio Test When a Nuisance Parameter
Is Present Only Under the Alternative"

Donald W. K. Andrews and Werner Ploberger

1993

This paper establishes the asymptotic admissibility of the likelihood ratio (LR) test for a general class of testing problems in which a nuisance parameter is present only under the alternative hypothesis. The paper also establishes the finite sample admissibil

See CFP 916