, as an alternative to the asymptotic approach, we propose a bootstrap confidence band. The developed theory is helpful for …

bootstrap procedure. We document the importance of LOB liquidity network spillovers even for a small blue-chip NASDAQ portfolio. …

we show that the bootstrap is able to capture the negative bias and the skewness of the test statistic. It yields better … fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the … link function. The bootstrap is used with the aim to find a more accurate distribution under the null than the normal …

coverage for small sample sizes, a simple bootstrap procedure is designed based on the leading term of the Bahadur … demonstrated that the bootstrap procedure considerably outperforms the asymptotic bands in terms of coverage accuracy. Finally, the … bootstrap confidence corridors are used to study the efficacy of the National Supported Work Demonstration, which is a …

We consider theoretical bootstrap "coupling" techniques for nonparametric robust smoothers and quantile regression, and … verify the bootstrap improvement. To cope with curse of dimensionality, a variant of "coupling" bootstrap techniques are …. Our bootstrap method can be used in many situations like constructing con dence intervals and bands. We demonstrate the …

discrepancy between the IV smiles for levered and unlevered ETF options. We construct bootstrap uniform confidence bands which …

bootstrap procedure. We document the importance of LOB liquidity network spillovers even for a small blue-chip NASDAQ portfolio. …