Bootstrapping the order selection test

DOI10.1080/10485250108832881zbMath1044.62042OpenAlexW2124782516MaRDI QIDQ4551598

Jeffrey D. Hart, Suojin Wang, Chien-Feng Chen

Publication date: 2001

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250108832881

zbMATH Keywords

wild bootstrapnonparametric smoothingheteroscedastidity

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Related Items (1)

A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances

Uses Software

• bootstrap

Cites Work

• Unnamed Item
• Edgeworth expansion in regression models
• Bootstrap procedures under some non-i.i.d. models
• Testing goodness-of-fit in regression via order selection criteria
• Comparing nonparametric versus parametric regression fits
• Nonparametric smoothing and lack-of-fit tests
• Jackknife, bootstrap and other resampling methods in regression analysis
• Bootstrap and wild bootstrap for high dimensional linear models
• One-Sided Cross-Validation
• Smoothing-based lack-of-fit tests: variations on a theme
• Testing lack of fit in multiple regression
• Testing the Fit of a Parametric Function
• Bootstrapping and empirical edgeworth expansions in multiple linear regression models
• Moment Inequalities for the Maximum Cumulative Sum

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