Two new data-dependent choices of m when applying the m-out-of-n bootstrap to hypothesis testing

DOI10.1080/00949655.2010.519338zbMATH Open1327.62271OpenAlexW1975155394MaRDI QIDQ5300736FDOQ5300736

Authors: James Allison, L. Santana, Jan Swanepoel 

Publication date: 28 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.519338

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zbMATH Keywords

hypothesis test\(p\)-valuecritical value\(m\)-out-of-\(n\) bootstrapresample size selection

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

Cites Work

• Bootstrap methods: another look at the jackknife
• Bootstrap Methods for Testing Homogeneity of Variances
• Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
• Some asymptotic theory for the bootstrap
• A note on proving that the (modified) bootstrap works
• Resampling from centered data in the two-sample problem
• Title not available (Why is that?)
• Bootstrap of the mean in the infinite variance case
• On a Class of m out of n Bootstrap Confidence Intervals
• Adaptive choice of bootstrap sample sizes
• Empirical likelihood tests for two-sample problems via nonparametric density estimation
• Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap
• On the asymptotic accuracy of the bootstrap under arbitrary resampling size
• Optimal bootstrap sample size in construction of percentile confidence bounds
• Modified bootstrap consistency rates for \(U\)-quantiles

Cited In (4)

• Extrapolation and the bootstrap
• The bootstrap in hypothesis testing
• An alternative to the \(m\) out of \(n\) bootstrap
• New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test

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