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March, 1986 Simulated Power Functions
Rudolf Beran
Ann. Statist. 14(1): 151-173 (March, 1986). DOI: 10.1214/aos/1176349847

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.

Citation

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Rudolf Beran. "Simulated Power Functions." Ann. Statist. 14 (1) 151 - 173, March, 1986. https://doi.org/10.1214/aos/1176349847

Information

Published: March, 1986
First available in Project Euclid: 12 April 2007

zbMATH: 0622.62051
MathSciNet: MR829560
Digital Object Identifier: 10.1214/aos/1176349847

Subjects:
Primary: 62G10
Secondary: 62E20

Keywords: bootstrap , critical value , nonparametric tests , power function , simulation

Rights: Copyright © 1986 Institute of Mathematical Statistics

Vol.14 • No. 1 • March, 1986
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