Parametric bootstrapping with nuisance parameters
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Recommendations
- Better bootstrapping by constrained prepivoting
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Cites work
- scientific article; zbMATH DE number 3978129 (Why is no real title available?)
- scientific article; zbMATH DE number 45789 (Why is no real title available?)
- scientific article; zbMATH DE number 472939 (Why is no real title available?)
- scientific article; zbMATH DE number 735225 (Why is no real title available?)
- scientific article; zbMATH DE number 788235 (Why is no real title available?)
- An explicit large-deviation approximation to one-parameter tests.
- Bootstrap methods: another look at the jackknife
- Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process
- Likelihood methods in statistics
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Prepivoting by weighted bootstrap iteration
- Prepivoting to reduce level error of confidence sets
- Simple and accurate one-sided inference from signed roots of likelihood ratios
- Stable and invariant adjusted directed likelihoods
- Test Inversion Bootstrap Confidence Intervals
Cited in
(29)- Beyond first-order asymptotics for Cox regression
- Improved inference on risk measures for univariate extremes
- Location-adjusted Wald statistics for scalar parameters
- Goodness-of-fit test of the mark distribution in a point process with non-stationary marks
- Parametric bootstrap under model mis-specification
- Reducing variability using bootstrap methods with qualitative constraints
- Better bootstrapping by constrained prepivoting
- Application of the Parametric Bootstrap to Models that Incorporate a Singular Value Decomposition
- Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families
- How close are alternative bootstrap \(P\)-values?
- A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models
- Exact confidence intervals generated by conditional parametric bootstrapping
- Confidence intervals for seroprevalence
- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics
- A numerical investigation of the accuracy of parametric bootstrap for discrete data
- Accurate parametric inference for small samples
- Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications
- Computing highly accurate or exact \(P\)-values using importance sampling
- Routes to higher-order accuracy in parametric inference
- Constructing more powerful exact tests of equivalence from binary matched pairs
- Exact tests based on pre-estimation and second order pivotals: non-inferiority trials
- Higher-order asymptotics for scoring rules
- Bootstrap and second-order tests of risk difference
- Some non-asymptotic properties of parametric bootstrap P-values in discrete models
- Calibration of posterior predictive p-values for model checking
- The formal relationship between analytic and bootstrap approaches to parametric inference
- Prepivoting composite score statistics by weighted bootstrap iteration
- Efficient tests for one sample correlated binary data with applications
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models
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