observations. Accordingly, we propose an i.i.d.-type bootstrap to determine the critical value for the test. …We propose a nonparametric test for checking parametric hypotheses about the stationary density of weakly dependent … observations. The test statistic is based on the L2-distance between a nonparametric and a smoothed version of a parametric …

asymptotically for the bootstrap to be valid. However, certain model-based bootstrap methods remain valid for some interesting … bootstrap schemes remain valid for supremum-type functionals as long as they mimic the corresponding finite-dimensional joint … distributions consistently. As an example, we investigate a finite order Markov chain bootstrap in the context of a general …

asymptotically for the bootstrap to be valid. However, certain model-based bootstrap methods remain valid for some interesting … bootstrap schemes remain valid for supremum-type functionals as long as they mimic the corresponding finite-dimensional joint … distributions consistently. As an example, we investigate a finite order Markov chain bootstrap in the context of a general …

Degenerate U- and V-statistics play an important role in the field of hypothesis testing since numerous test statistics … can be formulated in terms of these quantities. Therefore, consistent bootstrap methods for U- and V-statistics can be …-statistics of weakly dependent random variables. As our main contribution, we propose a new model-free bootstrap method for U- and V …

analysis of copula processes and appropriate bootstrap approximations in the setting of sequentially dependent data. One …

bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …This paper develops a specification test for the instrument validity conditions in the heterogeneous treatment effect …. Our specification test infers this testable implication using a Kolmogorov-Smirnov type test statistic. We provide a …