Power of the Sequential Monte Carlo Test

DOI10.1080/07474940902816601zbMath1162.62081OpenAlexW2082099432MaRDI QIDQ3630048

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Publication date: 2 June 2009

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: http://www.informaworld.com/smpp/./content~db=all~content=a910709288

zbMATH Keywords

\(p\)-valueMonte Carlo testsequential estimationsequential testsignificance test

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sequential statistical analysis (62L10)

Related Items (11)

Kronecker delta method for testing independence between two vectors in high-dimension ⋮ Truncated sequential Monte Carlo test with exact power ⋮ Confidence intervals through sequential Monte Carlo ⋮ On the expected runtime of multiple testing algorithms with bounded error ⋮ A simple method for implementing Monte Carlo tests ⋮ Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension ⋮ Bayesian and Classical Approaches for Hypotheses Testing in Trisomies ⋮ Estimation of False Discovery Rate Using Sequential Permutation p‐Values ⋮ Optimal allocation of Monte Carlo simulations to multiple hypothesis tests ⋮ An algorithm for probabilistic solution of parabolic PDEs ⋮ Tests for mean vectors in high dimension

Cites Work

• Exact permutation tests for non-nested non-linear regression models
• Exact tests of the stability of the Phillips curve: the Canadian case
• Finite sample properties and asymptotic efficiency of Monte Carlo tests
• A Tree-Based Scan Statistic for Database Disease Surveillance
• Modified Randomization Tests for Nonparametric Hypotheses
• An importance sampling algorithm for exact conditional tests in log-linear models
• Space‐time cluster identification in point processes
• Nonparametric Estimation of Spatial Segregation in a Multivariate Point Process: Bovine Tuberculosis in Cornwall, UK

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