Inference via kernel smoothing of bootstrap \(P\) values
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Publication:1020698
DOI10.1016/j.csda.2006.11.013zbMath1445.62088MaRDI QIDQ1020698
Jeffrey S. Racine, James G. MacKinnon
Publication date: 2 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.11.013
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Cites Work
- Finite sample properties and asymptotic efficiency of Monte Carlo tests
- On the bootstrap and confidence intervals
- When does bootstrap work! Asymptotic results and simulations
- Smoothing parameter selection for smooth distribution functions
- Simulation-Based Tests that Can Use Any Number of Simulations
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Bandwith selection for the smoothing of distribution functions
- Bootstrap tests: how many bootstraps?
- Multistage plug—in bandwidth selection for kernel distribution function estimates
- Some New Estimates for Distribution Functions
- The bootstrap and Edgeworth expansion
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