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.
    • 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

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