Sequential Implementation of Monte Carlo Tests With Uniformly Bounded Resampling Risk

DOI10.1198/jasa.2009.tm08368zbMath1205.65016arXivmath/0612488OpenAlexW3104812324WikidataQ29542701 ScholiaQ29542701MaRDI QIDQ3069883

Axel Gandy

Publication date: 1 February 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0612488

zbMATH Keywords

\(p\)-valuesequential estimationsequential testsignificance testMonte Carlo testing

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)

Related Items (10)

A statistical test for detecting discordance in rankings between k groups ⋮ Truncated sequential Monte Carlo test with exact power ⋮ Frequentist-Bayesian Monte Carlo testing ⋮ MMCTest-A Safe Algorithm for Implementing Multiple Monte Carlo Tests ⋮ On the expected runtime of multiple testing algorithms with bounded error ⋮ A simple method for implementing Monte Carlo tests ⋮ An algorithm to compute the power of Monte Carlo tests with guaranteed precision ⋮ Model checks for Cox-type regression models based on optimally weighted martingale residuals ⋮ A proportional hazards regression model with change-points in the baseline function ⋮ Optimal allocation of Monte Carlo simulations to multiple hypothesis tests

Uses Software

• R
• simctest

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