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

DOI10.1080/00949655.2010.519338MaRDI QIDQ5300736zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• A note on proving that the (modified) bootstrap works
• Adaptive choice of bootstrap sample sizes
• Bootstrap Methods for Testing Homogeneity of Variances
• Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
• Bootstrap methods: another look at the jackknife
• Bootstrap of the mean in the infinite variance case
• Empirical likelihood tests for two-sample problems via nonparametric density estimation
• Modified bootstrap consistency rates for \(U\)-quantiles
• On a Class of m out of n Bootstrap Confidence Intervals
• On the asymptotic accuracy of the bootstrap under arbitrary resampling size
• Optimal bootstrap sample size in construction of percentile confidence bounds
• Resampling from centered data in the two-sample problem
• Some asymptotic theory for the bootstrap
• Variance estimation for sample quantiles using the m out of n bootstrap

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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