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Pascal Lavergne

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Sep 2026

Bootstrapping likelihood-ratio-type tests based on convex M-estimation

We consider likelihood-ratio-type statistics for testing restrictions on parameters built from a convex M-estimation criterion. In general, these statistics are not asymptotically pivotal. We propose a general simple nonparametric bootstrap procedure that yields asymptotically valid critical and p-values. The method...

Patrice Bertail, Pascal Lavergne · 0 citations

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