Bootstrap estimation of actual significance levels for tests based on

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Qiwei Yao, Wengyan Yan and Howell Tong

Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters Article (Accepted version) (Refereed)

Original citation: Yao, Qiwei and Yang, Wengyan and Tong, Howell (2001) Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters. Statistics and computing, 11 (4). pp. 367-371. DOI: 10.1023/A:1011977221590 © 2001 Springer This version available at: http://eprints.lse.ac.uk/6103/ Available in LSE Research Online: February 2009 LSE has developed LSE Research Online so that users may access research output of the School. Copyright © and Moral Rights for the papers on this site are retained by the individual authors and/or other copyright owners. Users may download and/or print one copy of any article(s) in LSE Research Online to facilitate their private study or for non-commercial research. You may not engage in further distribution of the material or use it for any profit-making activities or any commercial gain. You may freely distribute the URL (http://eprints.lse.ac.uk) of the LSE Research Online website. This document is the author’s final manuscript accepted version of the journal article, incorporating any revisions agreed during the peer review process. Some differences between this version and the published version may remain. You are advised to consult the publisher’s version if you wish to cite from it.

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