How close are alternative bootstrap P-values?

DOI10.1016/J.SPL.2010.08.027MaRDI QIDQ613193zbMATH OpenOpenAlexFDO

Authors Chris J. Lloyd

Publication date 20 December 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.08.027

zbMATH Keywords

bootstrapnuisance parameterssecond order asymptotics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)

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Cites work

• scientific article; zbMATH DE number 720756 (Why is no real title available?)
• Applied Asymptotics
• Approximations to noncentral distributions
• Exact \(P\)-values for discrete models obtained by estimation and maximization
• Improved Likelihood Inference for Discrete Data
• P Values Maximized Over a Confidence Set for the Nuisance Parameter
• Parametric bootstrapping with nuisance parameters
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Simple and accurate one-sided inference from signed roots of likelihood ratios
• Studentization and deriving accurate p-values

Cited in

(14)

• Parametric bootstrapping with nuisance parameters
• Bootstrapping P-values of -divergence tests
• Distribution of likelihood-based \(p\)-values under a local alternative hypothesis
• Confidence interval for the bootstrapP-value and sample size calculation of the bootstrap test
• scientific article; zbMATH DE number 6006217 (Why is no real title available?)
• On the exact size of tests of treatment effects in multi-arm clinical trials
• A numerical investigation of the accuracy of parametric bootstrap for discrete data
• An exhaustive numerical assessment of alternative unconditional tests of a binary treatment effect
• Computing highly accurate or exact \(P\)-values using importance sampling
• THE SIZE DISTORTION OF BOOTSTRAP TESTS
• scientific article; zbMATH DE number 774872 (Why is no real title available?)
• Bootstrap and second-order tests of risk difference
• Some non-asymptotic properties of parametric bootstrap P-values in discrete models
• The formal relationship between analytic and bootstrap approaches to parametric inference

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