Improving the reliability of bootstrap tests with the fast double bootstrap

Computational Statistics and Data Analysis

Volumn 51, Issue 7, 2007, Pages 3259-3281

  Davidson, Russell ^a,b   MacKinnon, James G ^c  

^a Centre National de la Recherche Scientifique   (France)

^b MCGILL UNIVERSITY   (Canada)

^c QUEEN S UNIVERSITY   (Canada)

Author keywords

Bootstrap DGP; Bootstrap P value; Double bootstrap; Rejection frequency

Indexed keywords

ASYMPTOTIC ANALYSIS; COMPUTATIONAL METHODS; COMPUTER SIMULATION; MONTE CARLO METHODS;

BOOTSTRAP DGP; BOOTSTRAP P VALUE; DOUBLE BOOTSTRAP; REJECTION FREQUENCY;

RELIABILITY THEORY;

EID: 33847654657     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.04.001     Document Type: Article

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