bootstrap methods. Specifically, since standard wild bootstrap procedures deliver inconsistent inference, we propose a local … Gaussian (LG) bootstrap, establish its first‐order asymptotic validity, and use Edgeworth expansions to show that the LG … bootstrap inference achieves second‐order asymptotic refinements. Moreover, we provide new Laplace transform‐based estimators of …

This paper determines coverage probability errors of both delta method and parametric bootstrap confidence intervals …} are included. The results establish that the bootstrap provides higher-order improvements over the delta method. Analogous …-likelihood. The magnitudes of the coverage probability errors for one-sided bootstrap CIs for covariance parameters for long …

Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two … used to perform bootstrap tests that can turn out to provide much improved reliability of inference compared with the …