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This chapter introduces Efron’s nonparametric bootstrap, with applications to linear statistics, and semi-linear regression due to Bickel and Freedman.
Rabi Bhattacharya +2 more
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A Consistent Nonparametric Bootstrap Test of Exogeneity [PDF]
This paper proposes a novel way of testing exogeneity of an explanatory variable without any parametric assumptions in the presence of a "conditional" instrumental variable. A testable implication is derived that if an explanatory variable is endogenous, the conditional distribution of the outcome given the endogenous variable is not independent of its
Lee, Jinhyun
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Bayesian Nonparametric Bootstrap Confidence Intervals
Abstract : Let X sub 1,...,X sub n be a random sample from an unknown probability distribution P on the sample space X, and let theta = theta(P) be a parameter of interest. This paper gives a Bayesian botstrap method of obtaining Bayes estimates and Bayesian confidence limits for theta, using a (non- degenerate) Dirichlet process prior for P.
Nils L. Hjort
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Nonparametric Bootstrap Tests: Some Applications
In a series of papers Beran (1984, 1986, 1988) proposed bootstrap techniques for hypothesis testing. These tests are concerned with the following situation. Let {X 1, X 2,…, X n} be an i.i.d. sample of n random variables with distribution function F and the parameter θ(F) which is a real-valued functional statistic to be tested for H 0: θ(F) = θ 0.
Jörg Breitung
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Two-Stage Nonparametric Bootstrap Sampling with Shrinkage Correction for Clustered Data
This article describes a new Stata command, tsb, for performing a stratified two-stage nonparametric bootstrap resampling procedure for clustered data. Estimates for uncertainty around the point estimate, such as standard error and confidence intervals ...
Richard Grieve, James R Carpenter
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Nonparametric Bootstrap for Propensity Score Matching Estimators
SSRN Electronic Journal, 2022zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bodory, Hugo +3 more
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