Improving the reliability of bootstrap tests with the fast double bootstrap

DOI10.1016/j.csda.2006.04.001zbMath1161.62357OpenAlexW2119445008MaRDI QIDQ1019962

Russell Davidson, James G. MacKinnon

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00439247/file/DT2009-31.pdf

zbMATH Keywords

double bootstrapbootstrap DGPbootstrap \(P\) valuerejection frequency

Mathematics Subject Classification ID

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