scientific article; zbMATH DE number 4147295
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zbMATH Open0699.62020MaRDI QIDQ3477804FDOQ3477804
Authors: D. M. Titterington, Peter Hall 
Publication date: 1989
Title of this publication is not available (Why is that?)
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Cited In (19)
- On two-stage Monte Carlo tests of composite hypotheses
- On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- On Monte Carlo estimation of relative power
- Detecting shocks: Outliers and breaks in time series
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- Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test
- Exact statistical inferences and Monte Carlo method
- Inference via kernel smoothing of bootstrap \(P\) values
- Constrained-realization Monte-Carlo method for hypothesis testing
- Homogeneity tests for several Poisson populations
- On estimated projection pursuit-type Crámer-von Mises statistics
- Exact goodness-of-fit tests for Markov chains
- Bootstrapping nonparametric density estimators with empirically chosen bandwidths.
- Permutation testing in high-dimensional linear models: an empirical investigation
- A new approach to bootstrap inference in functional coefficient models
- Simulation-Based Tests that Can Use Any Number of Simulations
- Efficient bootstrap methods: A review
- Finite sample properties and asymptotic efficiency of Monte Carlo tests
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