Bootstrap adjustments of signed scoring rule root statistics

DOI10.1080/03610918.2017.1309427OpenAlexW2597589019MaRDI QIDQ5084785FDOQ5084785

Authors: Valentina Mameli, Monica Musio, Laura Ventura 

Publication date: 28 June 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1309427

zbMATH Keywords

parametric bootstrapregression modelsrobustnessasymptotic expansionsTsallis scoring rulehigher-order inference

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Multivariate distribution of statistics (62H10) Asymptotic properties of parametric tests (62F05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Coherent dispersion criteria for optimal experimental design
• Title not available (Why is that?)
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Title not available (Why is that?)
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• An Optimum Property of Regular Maximum Likelihood Estimation
• Prepivoting to reduce level error of confidence sets
• Robust Statistics
• Approximate Bayesian computational methods
• Expected information as ecpected utility
• Simple and accurate one-sided inference from signed roots of likelihood ratios
• Estimation of non-normalized statistical models by score matching
• Minimum scoring rule inference
• Empirical and simulated adjustments of composite likelihood ratio statistics
• Possible generalization of Boltzmann-Gibbs statistics.
• Robust and efficient estimation by minimising a density power divergence
• A variational method for estimating the parameters of MRF from complete or incomplete data
• Theory and applications of proper scoring rules
• Proper local scoring rules
• Local proper scoring rules of order two
• Accurate parametric inference for small samples
• Higher-order asymptotics for scoring rules
• General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
• The geometry of proper scoring rules
• Routes to higher-order accuracy in parametric inference
• Prepivoting by weighted bootstrap iteration
• Bootstrapping pseudolikelihood models for clustered binary data
• Simple and accurate one-sided inference based on a class of \(M\)-estimators
• Title not available (Why is that?)
• Stable Asymptotics for M‐estimators

Cited In (4)

• Asymptotic minimum scoring rule prediction
• Objective Bayesian inference with proper scoring rules
• Robust inference for non-linear regression models from the Tsallis score: application to coronavirus disease 2019 Contagion in Italy
• Robust confidence distributions from proper scoring rules

Uses Software

• hoa

This page was built for publication: Bootstrap adjustments of signed scoring rule root statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5084785)