Bootstrap and randomization tests of some nonparametric hypotheses
From MaRDI portal
Recommendations
Cited in
(74)- Bootstrap and permutation tests of independence for point processes
- Bootstrapping a consistent nonparametric goodness-of-fit test
- On the Term “Randomization Test”
- Combining estimators to improve structural model estimation and inference under quadratic loss
- Monte carlo eatimation of singificance levels for carcinogenicity tests using univariate and multivariate models
- BET on independence
- A general bootstrap algorithm for hypothesis testing
- Minimax optimality of permutation tests
- A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models
- A robust permutation test for subvector inference in linear regressions
- A nonparametric test procedure based on a group of quantile tests
- Properties of bootstrap tests for N‐of‐1 studies
- Randomization tests under an approximate symmetry assumption
- Parametric bootstrap tests for continuous and discrete distributions
- Kernel-based tests for joint independence
- Permutation tests for multiple changes.
- An Improvement of the Nonparametric Bootstrap Test for the Comparison of the Coefficient of Variations
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- Improved nonparametric confidence intervals in time series regressions
- Permutation test of tail dependence
- TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
- Generalization of the kolmogorov-smirnov goodness-of-fit test, usinggroup invariance
- scientific article; zbMATH DE number 2129936 (Why is no real title available?)
- Combinatorial stochastic processes
- Tests of mutual or serial independence of random vectors with applications
- Permutation tests for multivariate location problems
- How do bootstrap and permutation tests work?
- The classification permutation test: a flexible approach to testing for covariate imbalance in observational studies
- Testing for spherical and elliptical symmetry
- Methods for quantifying dataset similarity: a review, taxonomy and comparison
- Surrogate data methods based on a shuffling of the trials for synchrony detection: the centering issue
- Randomization tests of copula symmetry
- Estimating probabilities from invariant permutation distributions
- Conditional tests for elliptical symmetry
- A Bootstrap Revival of Some Nonparametric Distance Tests
- Non-parametric testing for the number of change points in a sequence of independent random variables
- Randomization Tests for Equality in Dependence Structure
- Tests for order restrictions in binary data
- Parametric bootstrap and approximate tests for two Poisson variates
- scientific article; zbMATH DE number 774868 (Why is no real title available?)
- On the applicability of several tests to models with not identically distributed random effects
- Estimating the distribution function of symmetric pairs
- Randomization tests for conditional group symmetry
- Permutation test for heterogeneous treatment effects with a nuisance parameter
- Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem
- On the weak consistency of permutation tests
- Four-decision tests for stochastic dominance, with an application to environmental psychophysics
- A resampling procedure for nonparametric combination of several dependent tests
- Exact and asymptotically robust permutation tests
- On bootstrap tests of hypotheses
- Asymptotic validity and finite-sample properties of approximate randomization tests
- Testing circular symmetry
- Asymptotic properties of a two sample randomized test for partially dependent data
- The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach
- Optimal rates for independence testing via \(U\)-statistic permutation tests
- scientific article; zbMATH DE number 3949469 (Why is no real title available?)
- Randomized empirical processes by algebraic groups, and tests for weak null hypotheses
- A Nonparametric Test for Random Dropouts
- Testing exchangeability of copulas in arbitrary dimension
- On the theory of modified randomization tests for nonparametric hypotheses
- Testing for ellipsoidal symmetry: a comparison study
- A test for the two-sample problem based on empirical characteristic functions
- Tests of stochastic dominance with repeated measurements data
- Nonparametric testing the similarity of two unknown density functions: local power and bootstrap analysis
- Consistency of permutation tests of independence using distance covariance, HSIC and dHSIC
- On characteristic function-based bootstrap tests
- Two-sample goodness-of-fit tests when ties are present
- scientific article; zbMATH DE number 3962979 (Why is no real title available?)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap
- Testing of spherical symmetry of a multivariate distribution.
- Nonparametric tests for the median from a size-biased sample
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
- Estimating Archimedean copulas in high dimensions
- scientific article; zbMATH DE number 6907245 (Why is no real title available?)
This page was built for publication: Bootstrap and randomization tests of some nonparametric hypotheses
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1263902)
