scientific article; zbMATH DE number 4213240
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Publication:3359591
zbMATH Open0733.62050MaRDI QIDQ3359591FDOQ3359591
Authors: Rudolf Beran, Gilles R. Ducharme 
Publication date: 1991
Title of this publication is not available (Why is that?)
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- scientific article; zbMATH DE number 873336
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (23)
- Diagnostic checking for multivariate regression models
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- A note on bootstrap model selection criterion
- Effects on inference of pretesting the exogeneity of a regressor
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- Confidence interval estimation of overlap: equal means case.
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size
- A rank test for equality of two multivariate populations vs a particular ordered alternative.
- Localized level crossing random walk test robust to the presence of structural breaks
- A two-step indirect inference approach to estimate the long-run risk asset pricing model
- Specification analysis of linear quantile models
- Bootstrapping Hausman's exogeneity test
- The continuity of the limit distribution in the parameter of interest is not essential for the validity of the bootstrap
- Title not available (Why is that?)
- Imposing unsupervised constraints to the benefit-of-the-doubt (BoD) model
- Resistance to antibiotics: limit theorems for a stochastic SIS model structured by level of resistance
- Robust and consistent estimation of nonlinear errors-in-variables models
- Median unbiased forecasts for highly persistent autoregressive processes
- Application of the bootstrap method for estimation of the quantile function
- Weak convergence of a bootstrap geometric-type estimator with applications to risk theory
- The impact of the bootstrap on statistical algorithms and theory
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