Skip navigation
Skip navigation

Simple and accurate one-sided inference from signed roots of likelihood ratios

DiCiccio, Thomas J; Martin, Michael; Stern, Steven E

Description

The authors propose two methods based on the signed root of the likelihood ratio statistic for one-sided testing of a simple null hypothesis about a scalar parameter in the presence of nuisance parameters. Both methods are third-order accurate and utilise simulation to avoid the need for onerous analytical calculations characteristic of competing saddlepoint procedures. Moreover, the new methods do not require specification of ancillary statistics. The methods respect the conditioning...[Show more]

CollectionsANU Research Publications
Type: Working/Technical Paper
URI: http://hdl.handle.net/1885/40703
http://digitalcollections.anu.edu.au/handle/1885/40703
Source: Canadian Journal of Statistics

Download

File Description SizeFormat Image
acconeside.pdf139.08 kBAdobe PDFThumbnail


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator