Parametric bootstrap under model mis-specification

DOI10.1016/j.csda.2012.01.018zbMath1252.62034OpenAlexW2035108856MaRDI QIDQ693253

H. Y. Kevin Lu, G. Alastair Young

Publication date: 7 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10044/1/18484

zbMATH Keywords

resamplingasymptotic approximationnonparametric inferencesigned root likelihood ratio statistic

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (1)

Characteristic modeling and control of servo systems with backlash and friction

Uses Software

• LogConcDEAD

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A robust adjustment of the profile likelihood
• Parametric bootstrapping with nuisance parameters
• Simple and accurate one-sided inference from signed roots of likelihood ratios
• ROUTES TO HIGHER-ORDER ACCURACY IN PARAMETRIC INFERENCE
• A note on the likelihood-ratio statistic under model misspecification
• Prepivoting by weighted bootstrap iteration
• Higher‐order asymptotics under model misspecification

This page was built for publication: Parametric bootstrap under model mis-specification