Key points are not available for this paper at this time.
Kam-Wah Tsui, Samaradas Weerahandi, Generalized p-Values in Significance Testing of Hypotheses in the Presence of Nuisance Parameters, Journal of the American Statistical Association, Vol. 84, No. 406 (Jun., 1989), pp. 602-607
Tsui et al. (Thu,) studied this question.