Bootstrap non-parametric significance test

DOI10.1080/10485250701734497MaRDI QIDQ5450525zbMATH OpenOpenAlexFDO

Authors Jingping Gu, Dingding Li, Dandan Liu

Publication date 12 March 2008

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250701734497

zbMATH Keywords

Bootstrap methodconsistent testkernel estimationomitted variables

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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Cites work

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• Asymptotic Theory of Integrated Conditional Moment Tests
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• Consistent model specification tests
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• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
• Consistent Nonparametric Entropy-Based Testing
• Consistent Specification Testing Via Nonparametric Series Regression
• Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
• Maximum likelihood and the bootstrap for nonlinear dynamic models
• Nonparametric estimation of regression functions with both categorical and continuous data
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• NONPARAMETRIC SIGNIFICANCE TESTING
• Root-N-Consistent Semiparametric Regression
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• The Stationary Bootstrap

Cited in

(12)

• Significance testing in nonparametric regression based on the bootstrap.
• A significance test for covariates in nonparametric regression
• An asymptotic characterization of finite degree U-statistics with sample size-dependent kernels: applications to nonparametric estimators and test statistics
• An updated review of goodness-of-fit tests for regression models
• A nonparametric R^2 test for the presence of relevant variables
• NONPARAMETRIC SIGNIFICANCE TESTING
• Bootstrapping a consistent nonparametric goodness-of-fit test
• Regression discontinuity designs with unknown discontinuity points: testing and estimation
• A nonparametric test of significant variables in gradients
• Combining the virtues of stochastic frontier and data envelopment analysis
• Significance tests for neural networks
• Bootstrap Test for Difference Between Means in Nonparametric Regression

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