Tests based on monte carlo simulations conditioned on maximum likelihood estimates of nuisance parameters

DOI10.1080/00949650108812130zbMath1003.62012OpenAlexW2010600177MaRDI QIDQ4534198

Magnar Lillegård

Publication date: 29 January 2003

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650108812130

zbMATH Keywords

nuisance parametersmaximum likelihood estimatessufficient statisticsBehrens-Fisher problemconditional simulations

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (1)

Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling

Cites Work

• Unnamed Item
• A comparison between the U and V tests in the Behrens-Fisher problem
• Welch's Approximate Solution for the Behrens-Fisher Problem
• Miscellanea. Stochastic simulations conditioned on sufficient statistics
• Bounds on the Distribution Functions of the Behrens-Fisher Statistic
• THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL
• THE COMPARISON OF SAMPLES WITH POSSIBLY UNEQUAL VARIANCES

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