Bounding the resampling risk for sequential Monte Carlo implementation of hypothesis tests

DOI10.1016/J.JSPI.2010.01.003MaRDI QIDQ963873zbMATH OpenOpenAlexWikidataFDO

Authors Hyune-Ju Kim

Publication date 14 April 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc2876353

zbMATH Keywords

bootstrappermutationsequential designapproximation\(B\)-value

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sequential statistical design (62L05)

Recommendations

• Designing Monte Carlo implementations of permutation or bootstrap hypothesis tests
• Sequential implementation of Monte Carlo tests with uniformly bounded resampling risk
• Power of the Sequential Monte Carlo Test
• A simple method for implementing Monte Carlo tests
• Optimal generalized truncated sequential Monte Carlo test

Cites work

• Designing Monte Carlo implementations of permutation or bootstrap hypothesis tests
• Repeated significance test II, for hypotheses about the normal distribution
• Sequential analysis. Tests and confidence intervals

Cited in

(8)

• Designing Monte Carlo implementations of permutation or bootstrap hypothesis tests
• Optimal generalized truncated sequential Monte Carlo test
• Twenty years since joinpoint 1.0: two major enhancements, their justification, and impact
• Power of the Sequential Monte Carlo Test
• Sequential implementation of Monte Carlo tests with uniformly bounded resampling risk
• On the expected runtime of multiple testing algorithms with bounded error
• A simple method for implementing Monte Carlo tests
• Optimal allocation of Monte Carlo simulations to multiple hypothesis tests

Describes a project that uses

Uses Software

• Joinpoint

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