Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R

DOI10.1016/BS.HOST.2019.05.001zbMath1439.62190OpenAlexW2949442460MaRDI QIDQ5116807

Julien Neves, Jean-Marie Dufour

Publication date: 18 August 2020

Published in: Handbook of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/bs.host.2019.05.001

zbMATH Keywords

bootstrapsimulated annealinggenetic algorithmautoregressive modelMMCexact inferenceMonte Carlo testnonstandard asymptotic distributionparticle swarmdiscrete distributionKolmogorov-Smirnovtest sizeBehrens-Fishermaximized Monte Carlorandomized tie-breakersingular Wald testtest level

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Evolutionary algorithms, genetic algorithms (computational aspects) (68W50) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07)

Related Items (1)

MaxMC

Uses Software

• GenSA
• GA
• microbenchmark
• GENALG
• pso
• soma
• fUnitRoots
• Unnamed Item

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