Resampling Student's t-type statistics

DOI10.1007/BF02509237zbMATH Open1095.62050MaRDI QIDQ2501355FDOQ2501355

Authors: Arnold Janssen 

Publication date: 6 September 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

central limit theoremBayesian bootstrapdouble bootstrapconditional central limit theoremweighted bootstrapStudent's t-statistictwo-sample permutation statisticWelch statistic

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)

Cites Work

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• Bootstrapping the Student \(t\)-statistic
• Necessary conditions for the bootstrap of the mean of a triangular array
• The weighted bootstrap mean for heavy-tailed distributions.
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Cited In (34)

• On the performance of weighted bootstrapped kernel deconvolution density estimators
• Permutation-based inference for the AUC: a unified approach for continuous and discontinuous data
• A Studentized permutation test for the nonparametric Behrens-Fisher problem in paired data
• Discussion about the quality of F-ratio resampling tests for comparing variances
• Title not available (Why is that?)
• Minimax optimality of permutation tests
• Bootstrap and permutation rank tests for proportional hazards under right censoring
• Additive regression model for stationary and ergodic continuous time processes
• Multiplication-combination tests for incomplete paired data
• Notes on two sample tests for partially correlated (paired) data
• Resampling schemes with low resampling intensity and their applications in testing hypotheses
• Resampling from centered data in the two-sample problem
• Weighted resampling of martingale difference arrays with applications
• Permuting longitudinal data in spite of the dependencies
• The permutation testing approach: a review
• Placebo inference on treatment effects when the number of clusters is small
• On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
• Another look at bootstrapping the Student \(t\)-statistic
• On the low intensity bootstrap for triangular arrays of independent identically distributed random variables
• A central limit theorem for bootstrap sample sums from non-i.i.d. models
• Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations
• Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
• Multivariate and multiple permutation tests
• Exact and asymptotically robust permutation tests
• Permuting incomplete paired data: a novel exact and asymptotic correct randomization test
• Bootstrapping and permuting paired \(t\)-test type statistics
• Empirical likelihood based confidence regions for functional of copulas
• Permutation Tests at Nonparametric Rates
• Asymptotically valid and exact permutation tests based on two-sample \(U\)-statistics
• Central limit theorems for functional Z -estimators with functional nuisance parameters
• On the maximal deviation of kernel regression estimators with NMAR response variables
• A zero-one law approach to the central limit theorem for the weighted bootstrap mean
• General tests of conditional independence based on empirical processes indexed by functions
• A simple approach to construct confidence bands for a regression function with incomplete data

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