The numerical performance of fast bootstrap procedures

DOI10.1023/B:CSEM.0000026805.91428.AFMaRDI QIDQ702246zbMATH OpenFDO

Authors Jean-François Lamarche

Publication date 17 January 2005

Published in Computational Economics (Search for Journal in Brave)

zbMATH Keywords

Monte Carlocomputational techniquesHypothesis testing

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

Recommendations

• Improving the reliability of bootstrap tests with the fast double bootstrap
• The fast iterated bootstrap
• Fast and robust bootstrap
• FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
• The numerical bootstrap

Cited in

(5)

• Improving the reliability of bootstrap tests with the fast double bootstrap
• On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification
• Faster Bootstrapping with Polynomial Error
• The fast iterated bootstrap
• A fast resample method for parametric and semiparametric models

This page was built for publication: The numerical performance of fast bootstrap procedures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q702246)