Inference for L-estimators of location using a bootstrap warping approach. Issue 7 (12th August 2021)

• Record Type: Journal Article
• Authors: Hutson, Alan D.
• Is Part Of: Communications in statistics. Volume 50:Issue 7(2021)
• Page Start: 2145
• Page End: 2150
• Publication Date: 2021-08-12
• Subjects: L-estimators -- L-moments -- LQ-moments -- Order statistics; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2019.1597118
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract: In this note we propose a new semi-parametric bootstrap procedure for hypothesis tests about a statistical function and termed bootstrap warping. This procedure was motivated by empirical likelihood and bootstrap tilting techniques. The procedure is computationally efficient and has a fixed number of parameters. We show that the warping procedure has good type I error control and has monotone power as a function of sample size and shift alternatives.