Bootstrap adjustments of signed scoring rule root statistics

DOI10.1080/03610918.2017.1309427OpenAlexW2597589019MaRDI QIDQ5084785

Laura Ventura, Monica Musio, Valentina Mameli

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

robustnessasymptotic expansionsregression modelsparametric bootstrapTsallis scoring rulehigher-order inference

Mathematics Subject Classification ID

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

Related Items (3)

Robust confidence distributions from proper scoring rules ⋮ Asymptotic minimum scoring rule prediction ⋮ Objective Bayesian inference with proper scoring rules

Uses Software

• hoa

Cites Work

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• Robust Statistics
• Stable Asymptotics for M‐estimators

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