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Titel:

Quantifying the failure of bootstrap likelihood ratio tests

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
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 Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Biometrika
Jahr:
2011
Band / Volume:
98
Jahr / Monat:
2011-12
Quartal:
4. Quartal
Monat:
Dec
Heft / Issue:
4
Seitenangaben Beitrag:
919-934
Sprache:
en
Volltext / DOI:
doi:10.1093/biomet/asr033
Verlag / Institution:
Oxford University Press (OUP)
E-ISSN:
0006-34441464-3510
Publikationsdatum:
02.10.2011
Format:
Text
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