Bootstrap procedure for testing linear hypotheses without normality

DOI10.1080/02331888608801970MaRDI QIDQ3798030zbMATH OpenOpenAlexFDO

Authors Benoit Quenneville

Publication date 1986

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888608801970

zbMATH Keywords

bootstrapkurtosissample sizetesting linear hypotheses

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05)

Recommendations

• A note on the bootstrap procedure for testing linear hypotheses
• On bootstrap tests of hypotheses
• Bootstrap methods for multivariate hypothesis testing
• Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
• A general bootstrap algorithm for hypothesis testing

Cites work

• A note on the bootstrap procedure for testing linear hypotheses
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• On the asymptotic accuracy of Efron's bootstrap

Cited in

(3)

• A note on the bootstrap procedure for testing linear hypotheses
• scientific article; zbMATH DE number 6161651 (Why is no real title available?)
• Normality tests for dependent data: large-sample and bootstrap approaches

Describes a project that uses

Uses Software

• SAS

This page was built for publication: Bootstrap procedure for testing linear hypotheses without normality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3798030)