Optimal generalized truncated sequential Monte Carlo test
نویسندگان
چکیده
منابع مشابه
Optimal generalized truncated sequential Monte Carlo test
When it is not possible to obtain the analytical null distribution of a test statistic U , Monte Carlo hypothesis tests can be used to perform the test. Monte Carlo tests are commonly used in a wide variety of applications, including spatial statistics, and biostatistics. Conventional Monte Carlo tests require the simulation of m independent copies from U under the null hypothesis, what is comp...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2013
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2013.06.003