The Annals of Statistics
- Ann. Statist.
- Volume 14, Number 1 (1986), 151-173.
Simulated Power Functions
Abstract
Tests for a null hypothesis whose specification involves an unknown nuisance parameter may be obtained by inverting a bootstrap confidence region for the parameter being tested or by constructing a simulated null distribution for the test statistic. The power of either test against certain alternatives involving the same unknown nuisance parameter can itself be estimated by simulation.
Article information
Source
Ann. Statist. Volume 14, Number 1 (1986), 151-173.
Dates
First available in Project Euclid: 12 April 2007
Permanent link to this document
http://projecteuclid.org/euclid.aos/1176349847
Digital Object Identifier
doi:10.1214/aos/1176349847
Mathematical Reviews number (MathSciNet)
MR829560
Zentralblatt MATH identifier
0622.62051
JSTOR
links.jstor.org
Subjects
Primary: 62G10: Hypothesis testing
Secondary: 62E20: Asymptotic distribution theory
Keywords
Simulation bootstrap critical value power function nonparametric tests
Citation
Beran, Rudolf. Simulated Power Functions. Ann. Statist. 14 (1986), no. 1, 151--173. doi:10.1214/aos/1176349847. http://projecteuclid.org/euclid.aos/1176349847.
