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

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dc.contributor.authorStern, Steven
dc.date.accessioned2015-12-07T22:16:48Z
dc.date.issued2006
dc.date.updated2015-12-07T07:57:34Z
dc.description.abstractThis 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.
dc.identifier.issn0006-3444
dc.identifier.urihttp://hdl.handle.net/1885/18203
dc.publisherBiometrika Trust
dc.sourceBiometrika
dc.subjectKeywords: 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
dc.titleSimple and accurate one-sided inference based on a class of M-estimators
dc.typeJournal article
local.bibliographicCitation.issue4
local.bibliographicCitation.lastpage987
local.bibliographicCitation.startpage973
local.contributor.affiliationStern, Steven, College of Business and Economics, ANU
local.contributor.authoruidStern, Steven, u9408903
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor010401 - Applied Statistics
local.identifier.ariespublicationu8902633xPUB3
local.identifier.citationvolume93
local.identifier.doi10.1093/biomet/93.4.973
local.identifier.scopusID2-s2.0-33845725111
local.type.statusPublished Version

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