nuisance parameter

English

Noun

nuisance parameter (plural nuisance parameters)

1. (statistics) A parameter of the distribution of a population that is not directly relevant to solving the significance test or estimate problem under consideration.
   • 2023, Florens Odendahl, Barbara Rossi, Tatevik Sekhposyan, “Evaluating forecast performance with state dependence”, in Journal of Econometrics, number 237, page 5 of 31:

     [T]esting for the null hypothesis […] is subject to the problem of a nuisance parameter that is present only under the alternative, which makes standard asymptotic inference invalid[.]

   • 2025, Niko Hauzenberger, Florian Huber, Karin Klieber, Massimiliano Marcellino, “Bayesian neural networks for macroeconomic analysis”, in Journal of Econometrics, number 249:

     For instance, applications require to specify the number of hidden layers [of a neural network], the number of neurons, the form of the activation function, the algorithm, as well as associated nuisance parameters used for training the models.

References

• nuisance parameter on Wikipedia.Wikipedia
• “nuisance parameter”, in OneLook Dictionary Search.