On two-stage Monte Carlo tests of composite hypotheses
A major weakness of the classical Monte Carlo test is that it is biased when the null hypothesis is composite. This problem persists even when the number of simulations tends to infinity. A standard remedy is to perform a double bootstrap test involving two stages of Monte Carlo simulation: under su...
| Main Authors: | , , , , , |
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| Format: | Journal Article |
| Published: |
Elsevier Science
2017
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| Online Access: | http://purl.org/au-research/grants/arc/DP130102322 http://hdl.handle.net/20.500.11937/63012 |