The Size Problem of Bootstrap Tests when the Null isNon- or Semiparametric El problema del tamaño de los contrastes bootstrap cuando la hipótesis nula es No- o semiparamétrica
In non- and semiparametric testing, the wild bootstrap is a standard method for determining the critical values of tests. If the null hypothesis is also semi- or nonparametric, then we know that at least asymptotically oversmoothing is necessary in the pre-estimation of the null model for generating...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
Universidad Nacional de Colombia
2010-01-01
|
Series: | Revista Colombiana de Estadística |
Subjects: | |
Online Access: | http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512010000200008 |