Abstract
In a set-up, where both the interest parameter and the nuisance parameter are possibly multi-dimensional and global parametric orthogonality may not hold, we suggest a test that is superior to the usual likelihood ratio test with regard to second-order local maximinity. The test can be motivated from the principles of conditional and adjusted likelihood.
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Mukerjee, R. An extension of the conditional likelihood ratio test to the general multiparameter case. Ann Inst Stat Math 45, 759–771 (1993). https://doi.org/10.1007/BF00774786
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DOI: https://doi.org/10.1007/BF00774786