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...

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Bibliographic Details
Main Authors: STEFAN SPERLICH, JORGE BARRIENTOS-MARÍN
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