We propose a new method of testing stochastic dominance which improves onexisting tests based on bootstrap or … subsampling. Our test requires estimation ofthe contact sets between the marginal distributions. Our tests have asymptoticsizes … show thatour tests are indeed more powerful than the existing subsampling and recenteredbootstrap. …

this property via a simulation study and two empirical applications. In particular, the bootstrap method is competitive …

conditional ranking. We also propose a test of Prospect Stochastic Dominance. Our method is based on subsampling and we show that …

parameter via a spectral representation and a subsampling approximation of the MISE. Finally, we provide an empirical …

bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …

normality. Bootstrap inference can be expected to be more reliable, and appropriate bootstrap procedures are proposed. As an … enough for asymptotic and bootstrap inference to be almost identical, but that, in the twenty-first century, the bootstrap …

regression models with independent and identically distributed error terms, appropriately chosen bootstrap methods generally work … very well. However, there are many other cases, such as regression models with dependent errors, in which bootstrap methods …There are many bootstrap methods that can be used for econometric analysis. In certain circumstances, such as …

result is then used to prove that two different bootstrap procedures (one based on sub-sampling, the other based on smoothing … one input and one output, and previous bootstrap methods proposed for inference have not been proven consistent, making …) provide consistent inference. The smooth bootstrap requires smoothing the irregularly-bounded density of inputs and outputs as …

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 …