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.

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
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11584/192360
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