Bootstrap procedures under some non-i.i.d. models
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(only showing first 100 items - show all)- A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
- Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
- NONPARAMETRIC ESTIMATION OF THE VARIANCE OF SAMPLE MEANS BASED ON NONSTATIONARY SPATIAL DATA
- A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
- On some distributions arising from a generalized trivariate reduction scheme
- Heteroskedastic linear regression: steps towards adaptivity, efficiency, and robustness
- Simultaneous confidence bands for functional regression models
- Feasible generalized least squares using support vector regression
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility
- Asymptotic theory and wild bootstrap inference with clustered errors
- Bootstrapping an inhomogeneous point process
- Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity
- A multilevel model with autoregressive components for the analysis of tribal art prices
- cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models
- MATS: inference for potentially singular and heteroscedastic MANOVA
- Another look at the jackknife: Further examples of generalized bootstrap
- Testing for the appropriate level of clustering in linear regression models
- Bootstrapping periodically autoregressive models
- Diagnostics for the bootstrap and fast double bootstrap
- Resampling non-homogeneous spatial data with smoothly varying mean values
- Local bootstrap
- Wild bootstrap tests for unit root in ESTAR models
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- Modelling uncertainty: a recursive VAR bootstrapping approach
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
- TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
- Bootstrapping the general linear hypothesis test
- The wild bootstrap for multilevel models
- Some bootstrap methods in nonlinear mixed-effect models
- Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
- Comparison of nonlinear curves and surfaces
- Efficiency and robustness of a resampling \(M\)-estimator in the linear model
- A semiparametric regression model for paired longitudinal outcomes with application in childhood blood pressure development
- Inference for modulated stationary processes
- A wild bootstrap approach for nonparametric repeated measurements
- scientific article; zbMATH DE number 6156723 (Why is no real title available?)
- External bootstrap tests for parameter stability.
- A robust bootstrap test under heteroskedasticity
- Wild bootstrap of the sample mean in the infinite variance case
- On inference validity of weighted U-statistics under data heterogeneity
- A simple bootstrap method for time series
- Convolved subsampling estimation with applications to block bootstrap
- scientific article; zbMATH DE number 7513920 (Why is no real title available?)
- Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
- Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
- A rank test for equality of two multivariate populations vs a particular ordered alternative.
- Bootstrap selection procedures based on robust estimators
- A robust test for serial correlation in panel data models
- A max-correlation white noise test for weakly dependent time series
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form
- A new approach to bootstrap inference in functional coefficient models
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
- Distributed statistical inference for massive data
- Bootstrap confidence sets under model misspecification
- Heteroskedasticity-consistent interval estimators
- ANOVA for longitudinal data with missing values
- Cointegration rank testing under conditional heteroskedasticity
- Generalized spectral tests for the martingale difference hypothesis
- A statistical method for geometry inspection from point clouds
- Bootstrap inference for linear dynamic panel data models with individual fixed effects
- Nonparametric tests for conditional symmetry in dynamic models
- Restricted fence method for covariate selection in longitudinal data analysis
- An updated review of goodness-of-fit tests for regression models
- Simple regression-based tests for spatial dependence
- Implementing the wild bootstrap using a two-point distribution
- Bootstrap, wild bootstrap, and asymptotic normality
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?
- Moment condition tests for heavy tailed time series
- Consistency of the Subsample Bootstrap empirical process
- Bootstrapping heteroskedasticity consistent covariance matrix estimator
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
- Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics
- Bootstrap inference in systems of single equation error correction models
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap.
- A martingale residual diagnostic for longitudinal and recurrent event data
- Tests for regression models with heteroskedasticity of unknown form
- Inferential procedures for partially observed functional data
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
- Bootstrapping Autoregression under Non-stationary Volatility
- The wild bootstrap, tamed at last
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions
- BootstrapMUnit Root Tests
- Testing for co-integration in vector autoregressions with non-stationary volatility
- Heteroscedasticity checks for regression models
- Testing the suitability of polynomial models in errors-in-variables problems
- Subsampling for heteroskedastic time series
- Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
- Improved model checking methods for parametric models with responses missing at random
- Bootstrap-based bias correction for dynamic panels
- The size and power of bootstrap tests for spatial dependence in a linear regression model
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Bootstrapping time series models
- Bootstrapping pre-averaged realized volatility under market microstructure noise
- Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
- Heteroskedastic time series with a unit root
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