Bootstrap procedures under some non-i.i.d. models
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Publication:1109451
DOI10.1214/AOS/1176351062zbMATH Open0655.62031OpenAlexW2051726817MaRDI QIDQ1109451FDOQ1109451
Authors: Regina Y. Liu 
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176351062
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asymptoticsheteroscedasticityregressionbootstrap procedureEdgeworth expansionsL-statisticssampling distributionssecond order propertiessymmetric estimators of location
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- Tests for regression models with heteroskedasticity of unknown form
- Heteroscedasticity checks for regression models
- Heteroskedastic time series with a unit root
- Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap
- Recent developments in bootstrapping time series
- Consistency of the Subsample Bootstrap empirical process
- Bootstrapping pre-averaged realized volatility under market microstructure noise
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
- Inferential procedures for partially observed functional data
- A hybrid bootstrap approach to unit root tests
- Bootstrap confidence sets under model misspecification
- Generalized spectral tests for the martingale difference hypothesis
- A statistical method for geometry inspection from point clouds
- Bootstrapping time series models
- Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
- Resampling schemes with low resampling intensity and their applications in testing hypotheses
- Testing for co-integration in vector autoregressions with non-stationary volatility
- Testing the suitability of polynomial models in errors-in-variables problems
- Nonparametric tests for conditional symmetry in dynamic models
- Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
- The size and power of bootstrap tests for spatial dependence in a linear regression model
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap.
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
- Subsampling for heteroskedastic time series
- Improved model checking methods for parametric models with responses missing at random
- On the Power of Bootstrapped Specification Tests
- A simple test for regression specification with non-nested alternatives
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration
- Heteroskedasticity-consistent interval estimators
- BootstrapMUnit Root Tests
- A martingale residual diagnostic for longitudinal and recurrent event data
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series
- Cointegration rank testing under conditional heteroskedasticity
- Derivative estimation and testing in generalized additive models
- Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
- A central limit theorem for bootstrap sample sums from non-i.i.d. models
- Moment condition tests for heavy tailed time series
- Bootstrapping heteroskedasticity consistent covariance matrix estimator
- Bootstrapping Autoregression under Non-stationary Volatility
- Distributed statistical inference for massive data
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- Statistical paleoclimate reconstructions via Markov random fields
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
- Implementing the wild bootstrap using a two-point distribution
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- Nonparametric bootstrap analysis with applications to demographic effects in demand functions
- Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
- Using i.i.d. bootstrap inference for general non-i.i.d. models
- A bootstrap-assisted spectral test of white noise under unknown dependence
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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- Bootstrap-based bias correction for dynamic panels
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
- A bootstrapped spectral test for adequacy in weak ARMA models
- A new approach to bootstrap inference in functional coefficient models
- An updated review of goodness-of-fit tests for regression models
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form
- Bootstrap inference for linear dynamic panel data models with individual fixed effects
- Restricted fence method for covariate selection in longitudinal data analysis
- Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models
- ANOVA for longitudinal data with missing values
- Simple regression-based tests for spatial dependence
- Bootstrap, wild bootstrap, and asymptotic normality
- Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
- Higher order properties of the wild bootstrap under misspecification
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- Some bootstrap methods in nonlinear mixed-effect models
- Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity
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- Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test
- On some distributions arising from a generalized trivariate reduction scheme
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- cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models
- A rank test for equality of two multivariate populations vs a particular ordered alternative.
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
- Wild bootstrap of the sample mean in the infinite variance case
- Bootstrapping the general linear hypothesis test
- A max-correlation white noise test for weakly dependent time series
- Local bootstrap
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
- NONPARAMETRIC ESTIMATION OF THE VARIANCE OF SAMPLE MEANS BASED ON NONSTATIONARY SPATIAL DATA
- Asymptotic theory and wild bootstrap inference with clustered errors
- Diagnostics for the bootstrap and fast double bootstrap
- Another look at the jackknife: Further examples of generalized bootstrap
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- A simple bootstrap method for time series
- Bootstrap selection procedures based on robust estimators
- Modelling uncertainty: a recursive VAR bootstrapping approach
- Wild bootstrap tests for unit root in ESTAR models
- The wild bootstrap for multilevel models
- On inference validity of weighted U-statistics under data heterogeneity
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