A different view on evaluating the performance of bootstrap critical values

MaRDI QIDQ4687025zbMATH OpenFDO

Authors James Allison, Jan Swanepoel

Publication date 10 October 2018

Full work available at URL https://hdl.handle.net/10520/EJC99147

zbMATH Keywords

hypothesis testingEdgeworth expansionCornish-Fisher expansionevaluation methodbootstrap critical value

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

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Cited in

(5)

• Three methods to apply the bootstrap correctly to hypothesis testing
• How close are alternative bootstrap \(P\)-values?
• Bootstrap critical values for tests based on the smoothed maximum score estimator
• Evaluating the size of the bootstrap method for fund performance evaluation
• On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests

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