(g) can be carried out by using by using the bootstrap. An empirical application illustrates the usefulness of shape …

using the bootstrap. An empirical application illustrates the usefulness of shape restrictions for carrying out …

functionals of kernel-type estimators (1 < p < ∞) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … "contact sets". We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …

theta_n, its bootstrap approximation, and the Bayesian posterior for all agree asymptotically. It is shown that whenever g … is Lipschitz, though not necessarily differentiable, the posterior distribution of g(theta) and the bootstrap … distribution of g(theta_n) coincide asymptotically. One implication is that Bayesians can interpret bootstrap inference for g …

In an attempt to free bootstrap theory from the shackles of asymptotic considerations, this paper studies the … possibility of justifying, or validating, the bootstrap, not by letting the sample size tend to infinity, but by considering the … sequence of bootstrap P values obtained by iterating the bootstrap. The main idea of the paper is that, if this sequence …

we refer to as the analytic and bootstrap-after-cross-validation methods. For both methods, we derive nonasymptotic error …