Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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Publication:3811510
analytical approximationsApproximate testsasymptotic null distributionasymptotic testsBartlett's adjustment to likelihood ratio testsbootstrap methodsbootstrap null distributioncomposite null hypothesisEdgeworth expansion correctionserror in rejection probabilityestimated critical valueprepivotingWelch's estimated t distribution solution to the Behrens-Fisher problem
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- A model of fractional cointegration, and tests for cointegration using the bootstrap.
- Bootstrap J tests of nonnested linear regression models
- Bootstrap critical values for tests based on the smoothed maximum score estimator
- Choice of a null distribution in resampling-based multiple testing
- Bootstrapping the general linear hypothesis test
- Double bootstrap for shrinkage estimators
- Constrained-realization Monte-Carlo method for hypothesis testing
- A model-free characterization of causality
- On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
- Some non-asymptotic properties of parametric bootstrap P-values in discrete models
- Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers
- Jackknife empirical likelihood for inequality constraints on regular functionals
- The fast iterated bootstrap
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
- Two-sample high dimensional mean test based on prepivots
- Test of misspecification with application to negative binomial distribution
- Nonparametric series density estimation and testing
- LM tests of spatial dependence based on bootstrap critical values
- Implementing the single bootstrap: Some computational considerations
- New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test
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- Resampling Student's \(t\)-type statistics
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- The likelihood ratio test for homogeneity in finite mixture models
- The power of bootstrap and asymptotic tests
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
- Bootstrapping the Box-Pierce Q test: a robust test of uncorrelatedness
- Exact P-values for discrete models obtained by estimation and maximization
- Multivariate and multiple permutation tests
- Asymptotic and bootstrap inference for inequality and poverty measures
- Income distribution and inequality measurement: the problem of extreme values
- Likelihood ratio testing for admixture models with application to genetic linkage analysis
- Reliable inference for the Gini index
- Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach)
- A numerical investigation of the accuracy of parametric bootstrap for discrete data
- Better nonparametric bootstrap confidence intervals for the correlation coefficient
- Double bootstrapping for visualizing the distribution of descriptive statistics of functional data
- The asymptotic distribution of the F‐test statistic for individual effects
- Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models
- Bootstrap inference in a linear equation estimated by instrumental variables
- Exact tests based on pre-estimation and second order pivotals: non-inferiority trials
- On characteristic function-based bootstrap tests
- Efficient bootstrap methods: A review
- Estimation and Inference for the Causal Effect of Receiving Treatment on a Multinomial Outcome
- Prepivoting to reduce level error of confidence sets
- The impact of warrants introduction: sign effect or magnitude effect?
- Finite sample moments of a bootstrap estimator of the james-stein rule
- Combining monte carlo and cox tests of non-nested hypotheses
- Bootstrap unconditionalP-Values for the Sign Test with Ties and the 2 × 2 Matched-Pairs Trial
- Bootstrap tests: how many bootstraps?
- Small-sample techniques for comparing several logistic regression slopes to a standard
- Nonparametric hypothesis testing in clustered survival model
- Bootstrap Tests of Nonnested Hypotheses: Some Further Results
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
- Bootstrapping time series models
- On bootstrap testing inference in cure rate models
- Testing for restricted stochastic dominance
- Bootstrap adjustments of signed scoring rule root statistics
- On testing inference in beta regressions
- Prepivoting composite score statistics by weighted bootstrap iteration
- Variable selection in Bayesian generalized linear‐mixed models: An illustration using candidate gene case‐control association studies
- Bootstrap Joint Prediction Regions
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors
- Subsampling methods for genomic inference
- Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Testing asymmetry in financial time series
- TRANSFORMATIONS FOR MULTIVARIATE STATISTICS
- Robust inference for finite Poisson mixtures
- Evaluation of a three-step method for choosing the number of bootstrap repetitions
- On improving the robustness and reliability of Rao's score test
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