Bootstrapping the order selection test

DOI10.1080/10485250108832881MaRDI QIDQ4551598zbMATH OpenOpenAlexFDO

Authors Chien-Feng Chen, J. D. Hart, Suojin Wang

Publication date 2001

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

Full work available at URL https://doi.org/10.1080/10485250108832881

zbMATH Keywords

heteroscedastiditynonparametric smoothingwild bootstrap

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10)

Recommendations

• Bootstrap autoregressive order selection
• Bootstrap order selection for autoregressive models
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
• Bootstrap in nonstationary autoregression.
• The wild bootstrap, tamed at last

Cites work

• Bootstrap and wild bootstrap for high dimensional linear models
• Bootstrap procedures under some non-i.i.d. models
• Bootstrapping and empirical edgeworth expansions in multiple linear regression models
• Comparing nonparametric versus parametric regression fits
• Edgeworth expansion in regression models
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• Jackknife, bootstrap and other resampling methods in regression analysis
• Moment Inequalities for the Maximum Cumulative Sum
• Nonparametric smoothing and lack-of-fit tests
• One-Sided Cross-Validation
• Smoothing-based lack-of-fit tests: variations on a theme
• Testing goodness-of-fit in regression via order selection criteria
• Testing lack of fit in multiple regression
• Testing the Fit of a Parametric Function

Cited in

(1)

• A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances

Describes a project that uses

Uses Software

• bootstrap

This page was built for publication: Bootstrapping the order selection test

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4551598)