Simulated adjustment of the signed scoring rule root statistic

MUSIO, MONICA;
2016-01-01

Abstract

We focus on adjustments of the signed scoring rule root statistic generalizing results for likelihood quantities. In particular, for a scalar parameter of interest, we investigate a bootstrap adjustment of the signed scoring rule root statistic. An example is discussed.
2016
Asymptotic expansions; Bootstrap; Higher-order inference; Tsallis scoring rule
File in questo prodotto:
File Dimensione Formato  
iwsm2015.pdf

Solo gestori archivio

Tipologia: versione editoriale
Dimensione 1.34 MB
Formato Adobe PDF
1.34 MB Adobe PDF   Visualizza/Apri   Richiedi una copia

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Questionario e social

Condividi su:
Impostazioni cookie