selecting the two bandwidths for either estimator. We also develop a new bootstrap test for the symmetry of conditional density …

time–series of which we are interested in obtaining a biologically meaningful grouping. Here, we propose a bootstrap … that for finite sample size, bootstrap provides a better approximation than classical asymptotic theory.We then apply the …

asymptotic distribution that is free of nuisance parameters. Secondly, we propose a bootstrap analogue of the transformation and …

This paper studies robustness of bootstrap inference methods for instrumental variable (IV)regression models. We …) estimator introduced by Cížek (2008, 2009),and compare the pairs and implied probability bootstrap approximations for these … statistics byapplying the finite sample breakdown point theory. In particular, we study limiting behaviors ofthe bootstrap …

be attained. We thus develop tests with more accurate size properties, by means of Edgeworth expansions and the bootstrap …

bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles …

bootstrap methods also fail to produce consistent estimators. To overcome these problems we develop percentile–t, subsample … bootstrap approximations to estimator distributions. Studentizing is employed to approximate scale, and the subsample bootstrap …

bootstrap techniques, applied to moving-maximum models, may be used to construct confidence and prediction intervals from …

forecasting performance. Also proposed are a new bootstrap test for the goodness of fit of models and a bandwidth selector based …