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

Stern, Steven

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

Date

2006

Authors

Stern, Steven

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.