Inference via kernel smoothing of bootstrap \(P\) values

DOI10.1016/J.CSDA.2006.11.013zbMath1445.62088OpenAlexW2005069741MaRDI QIDQ1020698

Jeffrey S. Racine, James G. MacKinnon

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.11.013

zbMATH Keywords

percentilesresamplingMonte Carlo test

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Hypothesis testing based on a vector of statistics ⋮ The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators ⋮ Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality

Uses Software

• R
• bootstrap

Cites Work

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• Finite sample properties and asymptotic efficiency of Monte Carlo tests
• On the bootstrap and confidence intervals
• When does bootstrap work! Asymptotic results and simulations
• Smoothing parameter selection for smooth distribution functions
• Simulation-Based Tests that Can Use Any Number of Simulations
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Bandwith selection for the smoothing of distribution functions
• Bootstrap tests: how many bootstraps?
• Multistage plug—in bandwidth selection for kernel distribution function estimates
• Some New Estimates for Distribution Functions
• The bootstrap and Edgeworth expansion

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