User: Guest  Login
Title:

Quantifying the failure of bootstrap likelihood ratio tests

Document type:
Zeitschriftenaufsatz
Author(s):
Drton, Mathias; Williams, Benjamin
Abstract:
When testing geometrically irregular parametric hypotheses, the bootstrap is an intuitively appealing method to circumvent difficult distribution theory. It has been shown, however, that the usual bootstrap is inconsistent in estimating the asymptotic distributions involved in such problems. This paper is concerned with the asymptotic size of likelihood ratio tests when critical values are computed using the inconsistent bootstrap. We clarify how the asymptotic size of such a test can be obtaine...     »
Dewey Decimal Classification:
510 Mathematik
Journal title:
Biometrika
Year:
2011
Journal volume:
98
Year / month:
2011-12
Quarter:
4. Quartal
Month:
Dec
Journal issue:
4
Pages contribution:
919-934
Language:
en
Fulltext / DOI:
doi:10.1093/biomet/asr033
Publisher:
Oxford University Press (OUP)
E-ISSN:
0006-34441464-3510
Date of publication:
02.10.2011
Format:
Text
 BibTeX