Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters
Year of publication: |
2001-11
|
---|---|
Authors: | Yao, Qiwei ; Yang, Wengyan ; Tong, Howell |
Institutions: | London School of Economics (LSE) |
Subject: | bootstrap estimation | extreme value | hypothesis test | non-regular parametric family | nuisance parameter | significance level |
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