On bootstrapping \(L_2\)-type statistics in density testing

DOI10.1016/S0167-7152(00)00091-2zbMath0966.62029OpenAlexW2045457571WikidataQ126573578 ScholiaQ126573578MaRDI QIDQ1590560

Michael H. Neumann, Efstathios Paparoditis

Publication date: 17 August 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00091-2

zbMATH Keywords

bootstrapstationary densityweak dependence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Non-Markovian processes: hypothesis testing (62M07)

Related Items (15)

The LIL for the Bickel-Rosenblatt test statistic ⋮ Model Checks in Inverse Regression Models with Convolution-Type Operators ⋮ Density testing in a contaminated sample ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Spurious regression due to neglected of non-stationary volatility ⋮ Testing equality of a large number of densities under mixing conditions ⋮ Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics ⋮ A test for the equality of monotone transformations of two random variables ⋮ Characteristic function-based hypothesis tests under weak dependence ⋮ Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data ⋮ Nonparametric specification tests for stochastic volatility models based on volatility density ⋮ Goodness‐of‐fit Test for Directional Data ⋮ A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY ⋮ A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE ⋮ On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes

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• Bootstrap methods: another look at the jackknife
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• Regression-type inference in nonparametric autoregression
• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
• On some global measures of the deviations of density function estimates
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• On goodness-of-fit tests for weakly dependent processes using kernel method
• Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
• Martingale Central Limit Theorems

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