Simple and accurate one-sided inference based on a class of M-estimators

Date

2006

Authors

Stern, Steven

Journal Title

Journal ISSN

Volume Title

Publisher

Biometrika Trust

Abstract

This paper presents a simple method of calculating one-sided p-values which yield accurate inferences for a simple null hypothesis or, equivalently, accurate one-sided confidence limits regarding a scalar parameter in the presence of nuisance parameters.

Description

Keywords

Keywords: Cumulant; Location-scale estimation; M-estimation; Monte Carlo simulation; Nuisance parameter; Null hypothesis bootstrap; One-sided confidence limit; One-sided p-value; Profile likelihood; Signed root statistic

Citation

Source

Biometrika

Type

Journal article

Book Title

Entity type

Access Statement

License Rights

DOI

10.1093/biomet/93.4.973

Restricted until

2037-12-31