Publications

BibTex format

@article{Lu:2012,
author = {Lu, K and Young, GA},
journal = {Computational Statistics and Data Analysis},
pages = {2410--2420},
title = {Parametric bootstrap under model mis-specification},
url = {http://hdl.handle.net/10044/1/18484},
volume = {56},
year = {2012}
}

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TY  - JOUR
AB  - Under model correctness, highly accurate inference on a scalar interest parameter inthe presence of a nuisance parameter can be achieved by several routes, among themconsidering the bootstrap distribution of the signed root likelihood ratio statistic. Thecontext of model mis-specification is considered and inference based on a robust formof the signed root statistic is discussed in detail. Stability of the distribution of thestatistic allows accurate inference, outperforming that based on first-order asymptoticapproximation, by considering the bootstrap distribution of the statistic under theincorrectly assumed distribution. Comparisons of this simple approach with alternativeanalytic and non-parametric inference schemes are discussed.
AU  - Lu,K
AU  - Young,GA
EP  - 2420
PY  - 2012///
SP  - 2410
TI  - Parametric bootstrap under model mis-specification
T2  - Computational Statistics and Data Analysis
UR  - http://hdl.handle.net/10044/1/18484
VL  - 56
ER  -

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