Bootstrap adjustments of signed scoring rule root statistics

DOI10.1080/03610918.2017.1309427MaRDI QIDQ5084785zbMATH OpenOpenAlexFDO

Authors Valentina Mameli, Monica Musio, Laura Ventura

Publication date 28 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2017.1309427

zbMATH Keywords

asymptotic expansionshigher-order inferenceparametric bootstrapregression modelsrobustnessTsallis scoring rule

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40) Multivariate distribution of statistics (62H10)

Cites work

• A variational method for estimating the parameters of MRF from complete or incomplete data
• Accurate parametric inference for small samples
• An Optimum Property of Regular Maximum Likelihood Estimation
• An overview of composite likelihood methods
• Approximate Bayesian computational methods
• Bootstrapping pseudolikelihood models for clustered binary data
• Coherent dispersion criteria for optimal experimental design
• Empirical and simulated adjustments of composite likelihood ratio statistics
• Estimation of non-normalized statistical models by score matching
• Expected information as ecpected utility
• General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
• Higher-order asymptotics for scoring rules
• scientific article; zbMATH DE number 41553 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• Local proper scoring rules of order two
• Minimum scoring rule inference
• Possible generalization of Boltzmann-Gibbs statistics.
• Prepivoting by weighted bootstrap iteration
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Prepivoting to reduce level error of confidence sets
• Proper local scoring rules
• Robust and efficient estimation by minimising a density power divergence
• Robust Statistics
• Routes to higher-order accuracy in parametric inference
• Simple and accurate one-sided inference based on a class of M-estimators
• Simple and accurate one-sided inference from signed roots of likelihood ratios
• Stable Asymptotics for M‐estimators
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The geometry of proper scoring rules
• Theory and applications of proper scoring rules

Cited in

(4)

• Asymptotic minimum scoring rule prediction
• Objective Bayesian inference with proper scoring rules
• Robust confidence distributions from proper scoring rules
• Robust inference for non-linear regression models from the Tsallis score: application to coronavirus disease 2019 Contagion in Italy

Describes a project that uses

Uses Software

• hoa

This page was built for publication: Bootstrap adjustments of signed scoring rule root statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5084785)