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Bounding the Resampling Risk for Sequential Monte Carlo Implementation of Hypothesis Tests

Sequential designs can be used to save computation time in implementing Monte Carlo hypothesis tests. The motivation is to stop resampling if the early resamples provide enough information on the significance of the p-value of the original Monte Carlo test. In this paper, we consider a sequential de...

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Autor principal: Kim, Hyune-Ju
Formato: Artigo
Lenguaje:Inglês
Publicado: 2010
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Acceso en línea:https://ncbi.nlm.nih.gov/pmc/articles/PMC2876353/
https://ncbi.nlm.nih.gov/pubmed/20514142
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jspi.2010.01.003
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