Parametric bootstrapping with nuisance parameters
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References listed on IDEAS
- J. Carpenter, 1999. "Test inversion bootstrap confidence intervals," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 159-172.
- Stephen M. S. Lee, 2003. "Prepivoting by weighted bootstrap iteration," Biometrika, Biometrika Trust, vol. 90(2), pages 393-410, June.
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- Godfrey, L.G., 2007. "Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3282-3295, April.
- Lloyd, Chris J., 2012. "Computing highly accurate or exact P-values using importance sampling," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1784-1794.
- Guogen Shan & Changxing Ma, 2014. "Efficient tests for one sample correlated binary data with applications," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 175-188, June.
- Lu, H.Y. Kevin & Young, G. Alastair, 2012. "Parametric bootstrap under model mis-specification," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2410-2420.
- Lloyd, Chris J., 2013. "A numerical investigation of the accuracy of parametric bootstrap for discrete data," Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 1-6.
- Lloyd, Chris J., 2010. "How close are alternative bootstrap P-values?," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1972-1976, December.
More about this item
KeywordsBootstrap Confidence set Constrained maximum likelihood estimator Global maximum likelihood estimator Parametric bootstrap Prepivoting;
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