Simple and accurate one-sided inference based on a class of M-estimators

DOI10.1093/BIOMET/93.4.973zbMath1436.62074OpenAlexW2166148612MaRDI QIDQ2813931

Steven E. Stern

Publication date: 27 June 2016

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/93.4.973

zbMATH Keywords

Monte Carlo simulationnuisance parameter\(M\)-estimationcumulantprofile likelihoodlocation-scale estimationnull hypothesis bootstrapone-sided \(p\)-valueone-sided confidence limitsigned root statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

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