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der vorliegenden Arbeit untersuchen wir die Asymptotik erster und zweiter Ordnung f\u00fcr Bootstrap-Methoden in heteroskedastischen Regressionsmodellen. Diese asymptotischen Ergebnisse werden f\u00fcr einen Vergleich des klassischen wild bootstrap von \\textit{C. F. J. Wu} [Ann. Stat. 14, 1261-1295 (1986; Zbl 0618.62072)] mit einer moment-orientierten Variante von Bunke (1997) genutzt. Die Idee des moment-orientierten Bootstrap basiert auf einer besseren Sch\u00e4tzung der Momente der Fehlerverteilung. Es wird die G\u00fcte der Approximation der Verteilung einer Pivot-Statistik durch die entsprechenden Bootstrap-Verteilungen bei nichtparametrischen und bei inad\u00e4quaten nichtlinearen Regressionsmodellen untersucht. Dabei wird gezeigt, da\u00df in der Asymptotik erster Ordnung beide Bootstrap-Methoden \u00e4quivalent sind. In der Asymptotik zweiter Ordnung ist das moment-orientierte Bootstrap niemals schlechter als wild bootstrap. Im Fall nichtparametrischer Regressionsmodelle kann in der Asymptotik zweiter Ordnung eine Verbesserung durch die Verwendung des momentorientierten Bootstrap erreicht werden kann, falls die zweiten und dritten Momente der Fehlerverteilung im Vergleich zur Regressionfunktion glatt genug sind. Der Grund daf\u00fcr ist die zus\u00e4tzliche Gl\u00e4ttung der Fehlermomente. Insbesondere ist daf\u00fcr gleiche Glattheit hinreichend, da bei der Sch\u00e4tzung der Regressionsfunktion nicht ihre gesamte Glattheit ausgenutzt werden kann. Es wird gezeigt, da\u00df diese Ergebnisse auch f\u00fcr die Konvergenzraten von \u00dcberdeckungswahrscheinlichkeiten f\u00fcr Bootstrap-Konfidenzintervalle gelten. Au\u00dferdem werden Methoden zur Bandweitenwahl und der Einflu\u00df datenabh\u00e4ngiger Bandweiten auf die erhaltenen Ergebnisse diskutiert. Es stellt sich heraus, da\u00df man im Fall datenabh\u00e4ngiger Bandweiten eine h\u00f6here Glattheit der Fehlermomente ben\u00f6tigt. Im Fall ad\u00e4quater nichtlinearer Regressionsmodelle wird gezeigt, da\u00df beide Bootstrap-Methoden in der Asymptotik zweiter Ordnung gleichwertig sind. Der Grund daf\u00fcr ist, da\u00df der Effekt der zus\u00e4tzlichen Gl\u00e4ttung der Fehlermomente beim moment-orientierten Bootstrap durch eine entsprechend starke Mittelung zunichte gemacht wird. In einer Monte-Carlo-Studie f\u00fcr nichtparametrische Regressionsmodelle wird gezeigt, da\u00df das moment-orientierte Bootstrap auch f\u00fcr kleine und mittlere Stichprobenumf\u00e4nge bessere Approximationen f\u00fcr die \u00dcberdeckungswahrscheinlichkeiten von Konfidenzintervallen liefert.","type":"string"},"datatype":"string"},"type":"statement","id":"Q3836614$E74B65DC-24A4-4F26-85E7-BEBFD24D662D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3836614","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3836614"}}}}}