Finite sample properties and asymptotic efficiency of Monte Carlo tests

DOI10.1214/AOS/1176349860zbMATH Open0589.62015OpenAlexW1967873557WikidataQ100323554 ScholiaQ100323554MaRDI QIDQ1074262FDOQ1074262

Authors: Karl-Heinz Jöckel

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349860

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zbMATH Keywords

power bounds unified approach finite samples Monte Carlo tests arbitrary null distribution normal limit case relative Pitman efficiency

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05) Statistical decision theory (62C99)

Cited In (37)

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Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity
Inference via kernel smoothing of bootstrap \(P\) values
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Bayesian and classical approaches for hypotheses testing in trisomies
Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
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Power of the Sequential Monte Carlo Test
Identification of active contrasts in unreplicated factorial experiments
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Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Improved monte carlo estimation of statistical significance for tests of trend in rates proportions
Comparing Pearson correlations: dealing with heteroscedasticity and nonnormality
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Some rank tests for one–sided many–one comparisons
Bootstrap-assisted tests of symmetry for dependent data
Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions
Exact tests in single equation autoregressive distributed lag models

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