Wang, Yan; Lu, Guichen; Du, Jiang Calibration and prediction for the inexact SIR model. (English) Zbl 07513282 Math. Biosci. Eng. 19, No. 3, 2800-2818 (2022). MSC: 92D30 62P10 PDF BibTeX XML Cite \textit{Y. Wang} et al., Math. Biosci. Eng. 19, No. 3, 2800--2818 (2022; Zbl 07513282) Full Text: DOI OpenURL
Azaïs, R.; Ferrigno, S.; Martinez, M.-J. cvmgof: an R package for Cramér-von Mises goodness-of-fit tests in regression models. (English) Zbl 07498034 J. Stat. Comput. Simulation 92, No. 6, 1246-1266 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Azaïs} et al., J. Stat. Comput. Simulation 92, No. 6, 1246--1266 (2022; Zbl 07498034) Full Text: DOI OpenURL
Cheng, Chao; Feng, Xingdong; Huang, Jian; Liu, Xu Regularized projection score estimation of treatment effects in high-dimensional quantile regression. (English) Zbl 07484107 Stat. Sin. 32, No. 1, 23-41 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Cheng} et al., Stat. Sin. 32, No. 1, 23--41 (2022; Zbl 07484107) Full Text: DOI OpenURL
Tan, Falong; Zhu, Lixing Integrated conditional moment test and beyond: when the number of covariates is divergent. (English) Zbl 07474104 Biometrika 109, No. 1, 103-122 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{F. Tan} and \textit{L. Zhu}, Biometrika 109, No. 1, 103--122 (2022; Zbl 07474104) Full Text: DOI arXiv OpenURL
Lee, Dong Jin Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable. (English) Zbl 1475.62154 Bull. Econ. Res. 73, No. 2, 212-229 (2021). MSC: 62G10 62G09 62G08 62G35 62J05 PDF BibTeX XML Cite \textit{D. J. Lee}, Bull. Econ. Res. 73, No. 2, 212--229 (2021; Zbl 1475.62154) Full Text: DOI OpenURL
Venskus, Julius; Treigys, Povilas; Markevičiūtė, Jurgita Unsupervised marine vessel trajectory prediction using LSTM network and wild bootstrapping techniques. (English) Zbl 07379559 Nonlinear Anal., Model. Control 26, No. 4, 718-737 (2021). MSC: 68-XX 86-XX PDF BibTeX XML Cite \textit{J. Venskus} et al., Nonlinear Anal., Model. Control 26, No. 4, 718--737 (2021; Zbl 07379559) Full Text: DOI OpenURL
Huang, Xianzheng; Zhang, Hongmei Tests for differential Gaussian Bayesian networks based on quadratic inference functions. (English) Zbl 07345466 Comput. Stat. Data Anal. 159, Article ID 107209, 17 p. (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Huang} and \textit{H. Zhang}, Comput. Stat. Data Anal. 159, Article ID 107209, 17 p. (2021; Zbl 07345466) Full Text: DOI OpenURL
Delgado, Miguel A.; Arteaga-Molina, Luis A. Testing constancy in varying coefficient models. (English) Zbl 1471.62339 J. Econom. 222, No. 1, Part C, 625-644 (2021). MSC: 62G10 62E20 62P20 PDF BibTeX XML Cite \textit{M. A. Delgado} and \textit{L. A. Arteaga-Molina}, J. Econom. 222, No. 1, Part C, 625--644 (2021; Zbl 1471.62339) Full Text: DOI Link OpenURL
MacKinnon, James G.; Webb, Matthew D. Randomization inference for difference-in-differences with few treated clusters. (English) Zbl 1464.62226 J. Econom. 218, No. 2, 435-450 (2020). MSC: 62F03 62H30 62P20 PDF BibTeX XML Cite \textit{J. G. MacKinnon} and \textit{M. D. Webb}, J. Econom. 218, No. 2, 435--450 (2020; Zbl 1464.62226) Full Text: DOI Link OpenURL
Ditzhaus, Marc; Janssen, Arnold Bootstrap and permutation rank tests for proportional hazards under right censoring. (English) Zbl 1458.62215 Lifetime Data Anal. 26, No. 3, 493-517 (2020). MSC: 62N03 62G10 62G09 62P10 PDF BibTeX XML Cite \textit{M. Ditzhaus} and \textit{A. Janssen}, Lifetime Data Anal. 26, No. 3, 493--517 (2020; Zbl 1458.62215) Full Text: DOI OpenURL
Kejriwal, Mohitosh; Yu, Xuewen; Perron, Pierre Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (English) Zbl 1452.91238 J. Time Ser. Anal. 41, No. 5, 676-690 (2020). MSC: 91B84 62F40 PDF BibTeX XML Cite \textit{M. Kejriwal} et al., J. Time Ser. Anal. 41, No. 5, 676--690 (2020; Zbl 1452.91238) Full Text: DOI OpenURL
Alvarez-Andrade, Sergio; Bouzebda, Salim Cramér’s type results for some bootstrapped \(U\)-statistics. (English) Zbl 1452.62302 Stat. Pap. 61, No. 4, 1685-1699 (2020). MSC: 62G09 62G20 62G05 62G32 62E20 60F10 PDF BibTeX XML Cite \textit{S. Alvarez-Andrade} and \textit{S. Bouzebda}, Stat. Pap. 61, No. 4, 1685--1699 (2020; Zbl 1452.62302) Full Text: DOI OpenURL
Shah, Rajen D.; Peters, Jonas The hardness of conditional independence testing and the generalised covariance measure. (English) Zbl 1451.62081 Ann. Stat. 48, No. 3, 1514-1538 (2020). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62J07 62G10 62G08 62H15 PDF BibTeX XML Cite \textit{R. D. Shah} and \textit{J. Peters}, Ann. Stat. 48, No. 3, 1514--1538 (2020; Zbl 1451.62081) Full Text: DOI arXiv Euclid OpenURL
Dobler, Dennis; Friedrich, Sarah; Pauly, Markus Nonparametric MANOVA in meaningful effects. (English) Zbl 1445.62086 Ann. Inst. Stat. Math. 72, No. 4, 997-1022 (2020). MSC: 62G09 62G05 62H15 62J10 62P20 PDF BibTeX XML Cite \textit{D. Dobler} et al., Ann. Inst. Stat. Math. 72, No. 4, 997--1022 (2020; Zbl 1445.62086) Full Text: DOI arXiv OpenURL
Lee, Taewook; Baek, Changryong Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification. (English) Zbl 07212333 Comput. Stat. Data Anal. 150, Article ID 106996, 16 p. (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{T. Lee} and \textit{C. Baek}, Comput. Stat. Data Anal. 150, Article ID 106996, 16 p. (2020; Zbl 07212333) Full Text: DOI OpenURL
Lee, C. E.; Zhang, X.; Shao, X. Testing conditional mean independence for functional data. (English) Zbl 1441.62108 Biometrika 107, No. 2, 331-346 (2020). MSC: 62G10 62G09 62G30 62R10 PDF BibTeX XML Cite \textit{C. E. Lee} et al., Biometrika 107, No. 2, 331--346 (2020; Zbl 1441.62108) Full Text: DOI OpenURL
Wang, Di; Li, Wai Keung Unit root testing on buffered autoregressive model. (English) Zbl 1439.62185 Stat. Sin. 30, No. 2, 977-1003 (2020). MSC: 62M07 62M10 60G12 62F40 PDF BibTeX XML Cite \textit{D. Wang} and \textit{W. K. Li}, Stat. Sin. 30, No. 2, 977--1003 (2020; Zbl 1439.62185) Full Text: DOI OpenURL
Huang, Ta-Cheng; Li, Hongjun; Li, Zheng A modified bootstrap for kernel-based specification test with heavy-tailed data. (English) Zbl 1439.62108 Econ. Lett. 189, Article ID 108986, 4 p. (2020). MSC: 62G09 62G32 PDF BibTeX XML Cite \textit{T.-C. Huang} et al., Econ. Lett. 189, Article ID 108986, 4 p. (2020; Zbl 1439.62108) Full Text: DOI OpenURL
Slaoui, Yousri Recursive nonparametric regression estimation for independent functional data. (English) Zbl 1444.62052 Stat. Sin. 30, No. 1, 417-437 (2020). MSC: 62G08 62G07 62R10 62L20 PDF BibTeX XML Cite \textit{Y. Slaoui}, Stat. Sin. 30, No. 1, 417--437 (2020; Zbl 1444.62052) Full Text: DOI OpenURL
Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre Autoregressive wild bootstrap inference for nonparametric trends. (English) Zbl 1456.62080 J. Econom. 214, No. 1, 81-109 (2020). MSC: 62G09 62M10 62G05 62G15 62G20 62P12 PDF BibTeX XML Cite \textit{M. Friedrich} et al., J. Econom. 214, No. 1, 81--109 (2020; Zbl 1456.62080) Full Text: DOI arXiv Link OpenURL
Zhang, Hong-Fan; Huang, Lei; Liu, Lian-Lian On bootstrap consistency of MAVE for single index models. (English) Zbl 07135454 Comput. Stat. Data Anal. 141, 28-39 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{H.-F. Zhang} et al., Comput. Stat. Data Anal. 141, 28--39 (2020; Zbl 07135454) Full Text: DOI OpenURL
Cavaliere, Giuseppe; Skrobotov, Anton; Taylor, A. M. Robert Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility. (English) Zbl 07484466 Econom. Rev. 38, No. 5, 509-532 (2019). MSC: 91-XX PDF BibTeX XML Cite \textit{G. Cavaliere} et al., Econom. Rev. 38, No. 5, 509--532 (2019; Zbl 07484466) Full Text: DOI OpenURL
Zhu, Ke Statistical inference for autoregressive models under heteroscedasticity of unknown form. (English) Zbl 1436.62444 Ann. Stat. 47, No. 6, 3185-3215 (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62M10 62P20 62J05 62H12 PDF BibTeX XML Cite \textit{K. Zhu}, Ann. Stat. 47, No. 6, 3185--3215 (2019; Zbl 1436.62444) Full Text: DOI arXiv Euclid OpenURL
Boldea, Otilia; Cornea-Madeira, Adriana; Hall, Alastair R. Bootstrapping structural change tests. (English) Zbl 1456.62270 J. Econom. 213, No. 2, 359-397 (2019). MSC: 62P20 62J05 62M10 62G09 62E20 PDF BibTeX XML Cite \textit{O. Boldea} et al., J. Econom. 213, No. 2, 359--397 (2019; Zbl 1456.62270) Full Text: DOI arXiv OpenURL
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, Morten Ørregaard Asymptotic theory and wild bootstrap inference with clustered errors. (English) Zbl 1452.62902 J. Econom. 212, No. 2, 393-412 (2019). MSC: 62P20 62J05 62G09 62H12 62E20 PDF BibTeX XML Cite \textit{A. A. Djogbenou} et al., J. Econom. 212, No. 2, 393--412 (2019; Zbl 1452.62902) Full Text: DOI Link OpenURL
Krebs, Johannes T. N. The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions. (English) Zbl 1422.62121 J. Multivariate Anal. 173, 620-639 (2019). MSC: 62F40 62M30 62M10 62G09 62M20 PDF BibTeX XML Cite \textit{J. T. N. Krebs}, J. Multivariate Anal. 173, 620--639 (2019; Zbl 1422.62121) Full Text: DOI arXiv OpenURL
Wang, Shaoping; Zhao, Qing; Li, Yanglin Testing for no-cointegration under time-varying variance. (English) Zbl 1421.62146 Econ. Lett. 182, 45-49 (2019). MSC: 62P05 62F40 PDF BibTeX XML Cite \textit{S. Wang} et al., Econ. Lett. 182, 45--49 (2019; Zbl 1421.62146) Full Text: DOI OpenURL
Umlauft, Maria; Placzek, Marius; Konietschke, Frank; Pauly, Markus Wild bootstrapping rank-based procedures: multiple testing in nonparametric factorial repeated measures designs. (English) Zbl 1418.62202 J. Multivariate Anal. 171, 176-192 (2019). Reviewer: Denis Sidorov (Irkutsk) MSC: 62G10 62J15 62K15 62G15 62G20 62P10 PDF BibTeX XML Cite \textit{M. Umlauft} et al., J. Multivariate Anal. 171, 176--192 (2019; Zbl 1418.62202) Full Text: DOI arXiv OpenURL
Ditzhaus, Marc; Pauly, Markus Wild bootstrap logrank tests with broader power functions for testing superiority. (English) Zbl 07058778 Comput. Stat. Data Anal. 136, 1-11 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Ditzhaus} and \textit{M. Pauly}, Comput. Stat. Data Anal. 136, 1--11 (2019; Zbl 07058778) Full Text: DOI arXiv OpenURL
Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A. Testing for independence in arbitrary distributions. (English) Zbl 07051940 Biometrika 106, No. 1, 47-68 (2019). MSC: 62P10 PDF BibTeX XML Cite \textit{C. Genest} et al., Biometrika 106, No. 1, 47--68 (2019; Zbl 07051940) Full Text: DOI OpenURL
Chatterjee, Snigdhansu The scale enhanced wild bootstrap method for evaluating climate models using wavelets. (English) Zbl 1414.62490 Stat. Probab. Lett. 144, 69-73 (2019). MSC: 62P12 62F40 62P35 42C40 60G44 PDF BibTeX XML Cite \textit{S. Chatterjee}, Stat. Probab. Lett. 144, 69--73 (2019; Zbl 1414.62490) Full Text: DOI OpenURL
Das, Debraj; Lahiri, S. N. Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter. (English) Zbl 1442.62091 Bernoulli 25, No. 1, 654-682 (2019). MSC: 62G09 62E20 62G05 62J05 PDF BibTeX XML Cite \textit{D. Das} and \textit{S. N. Lahiri}, Bernoulli 25, No. 1, 654--682 (2019; Zbl 1442.62091) Full Text: DOI arXiv Euclid OpenURL
Brachinger, Hans Wolfgang; Beer, Michael; Schöni, Olivier A formal framework for hedonic elementary price indices. (English) Zbl 1421.62164 AStA, Adv. Stat. Anal. 102, No. 1, 67-93 (2018). MSC: 62P20 62F40 62J02 91B24 PDF BibTeX XML Cite \textit{H. W. Brachinger} et al., AStA, Adv. Stat. Anal. 102, No. 1, 67--93 (2018; Zbl 1421.62164) Full Text: DOI OpenURL
Fokianos, K.; Pitsillou, Maria Testing independence for multivariate time series via the auto-distance correlation matrix. (English) Zbl 07072416 Biometrika 105, No. 2, 337-352 (2018). MSC: 62P10 PDF BibTeX XML Cite \textit{K. Fokianos} and \textit{M. Pitsillou}, Biometrika 105, No. 2, 337--352 (2018; Zbl 07072416) Full Text: DOI Link OpenURL
Kim, Sehee; Schaubel, Douglas E.; McCullough, Keith P. A C-index for recurrent event data: application to hospitalizations among dialysis patients. (English) Zbl 1414.62451 Biometrics 74, No. 2, 734-743 (2018). MSC: 62P10 62J02 62F40 PDF BibTeX XML Cite \textit{S. Kim} et al., Biometrics 74, No. 2, 734--743 (2018; Zbl 1414.62451) Full Text: DOI Link OpenURL
Wang, Lan; Van Keilegom, Ingrid; Maidman, Adam Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors. (English) Zbl 06994540 Biometrika 105, No. 4, 859-872 (2018). MSC: 62P10 PDF BibTeX XML Cite \textit{L. Wang} et al., Biometrika 105, No. 4, 859--872 (2018; Zbl 06994540) Full Text: DOI arXiv OpenURL
Prášková, Zuzana Bootstrap change point testing for dependent data. (English) Zbl 1397.62160 Pilz, Jürgen (ed.) et al., Statistics and simulation. Contributions given at the 8th international workshop on simulation, IWS 8, Vienna, Austria, September 21–25, 2015. Cham: Springer (ISBN 978-3-319-76034-6/hbk; 978-3-319-76035-3/ebook). Springer Proceedings in Mathematics & Statistics 231, 53-67 (2018). MSC: 62G10 62J02 62F40 PDF BibTeX XML Cite \textit{Z. Prášková}, Springer Proc. Math. Stat. 231, 53--67 (2018; Zbl 1397.62160) Full Text: DOI OpenURL
Oh, Haejune; Lee, Sangyeol On change point test for ARMA-GARCH models: bootstrap approach. (English) Zbl 1390.62181 J. Korean Stat. Soc. 47, No. 2, 139-149 (2018). MSC: 62M10 62G09 62G20 PDF BibTeX XML Cite \textit{H. Oh} and \textit{S. Lee}, J. Korean Stat. Soc. 47, No. 2, 139--149 (2018; Zbl 1390.62181) Full Text: DOI OpenURL
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert Testing for parameter instability in predictive regression models. (English) Zbl 1387.62101 J. Econom. 204, No. 1, 101-118 (2018). MSC: 62M10 62M07 62P20 PDF BibTeX XML Cite \textit{I. Georgiev} et al., J. Econom. 204, No. 1, 101--118 (2018; Zbl 1387.62101) Full Text: DOI OpenURL
Lee, Taewook; Park, Cheolwoo Tests for serial correlation in mean and variance of a sequence of time series objects. (English) Zbl 07191950 J. Stat. Comput. Simulation 87, No. 3, 478-492 (2017). MSC: 62-XX PDF BibTeX XML Cite \textit{T. Lee} and \textit{C. Park}, J. Stat. Comput. Simulation 87, No. 3, 478--492 (2017; Zbl 07191950) Full Text: DOI OpenURL
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, A. M. Robert Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form. (English) Zbl 1456.62182 J. Econom. 198, No. 1, 165-188 (2017). MSC: 62M10 62F12 62F03 62E20 62P20 PDF BibTeX XML Cite \textit{G. Cavaliere} et al., J. Econom. 198, No. 1, 165--188 (2017; Zbl 1456.62182) Full Text: DOI Link OpenURL
Richard, Patrick Robust heteroskedasticity-robust tests. (English) Zbl 1401.62112 Econ. Lett. 159, 28-32 (2017). MSC: 62J05 62H15 62P20 PDF BibTeX XML Cite \textit{P. Richard}, Econ. Lett. 159, 28--32 (2017; Zbl 1401.62112) Full Text: DOI OpenURL
Friedrich, Sarah; Konietschke, Frank; Pauly, Markus A wild bootstrap approach for nonparametric repeated measurements. (English) Zbl 1464.62071 Comput. Stat. Data Anal. 113, 38-52 (2017). MSC: 62-08 62G09 62G10 PDF BibTeX XML Cite \textit{S. Friedrich} et al., Comput. Stat. Data Anal. 113, 38--52 (2017; Zbl 1464.62071) Full Text: DOI OpenURL
Ćmiel, Bogdan; Ledwina, Teresa Validation of positive expectation dependence. (English) Zbl 1393.60028 ESAIM, Probab. Stat. 21, 536-561 (2017). MSC: 60F05 62G09 62G10 62G20 PDF BibTeX XML Cite \textit{B. Ćmiel} and \textit{T. Ledwina}, ESAIM, Probab. Stat. 21, 536--561 (2017; Zbl 1393.60028) Full Text: DOI OpenURL
Dobler, Dennis; Pauly, Markus Approximate tests for the equality of two cumulative incidence functions of a competing risk. (English) Zbl 1387.62095 Statistics 51, No. 6, 1238-1258 (2017). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M02 60F17 62G10 62G20 62N01 PDF BibTeX XML Cite \textit{D. Dobler} and \textit{M. Pauly}, Statistics 51, No. 6, 1238--1258 (2017; Zbl 1387.62095) Full Text: DOI arXiv OpenURL
Ahlgren, Niklas; Catani, Paul Wild bootstrap tests for autocorrelation in vector autoregressive models. (English) Zbl 1383.62203 Stat. Pap. 58, No. 4, 1189-1216 (2017). Reviewer: Miroslav M. Ristić (Niš) MSC: 62M10 62G09 62P05 PDF BibTeX XML Cite \textit{N. Ahlgren} and \textit{P. Catani}, Stat. Pap. 58, No. 4, 1189--1216 (2017; Zbl 1383.62203) Full Text: DOI Link OpenURL
Dobler, Dennis A discontinuity adjustment for subdistribution function confidence bands applied to right-censored competing risks data. (English) Zbl 1373.62488 Electron. J. Stat. 11, No. 2, 3673-3702 (2017). MSC: 62N03 62G09 62G15 62P10 PDF BibTeX XML Cite \textit{D. Dobler}, Electron. J. Stat. 11, No. 2, 3673--3702 (2017; Zbl 1373.62488) Full Text: DOI arXiv Euclid OpenURL
Hlávka, Zdeněk; Hušková, Marie Two-sample gradual change analysis. (English) Zbl 1373.62084 REVSTAT 15, No. 3, 355-372 (2017). MSC: 62F10 62F25 62F40 62F03 62P25 PDF BibTeX XML Cite \textit{Z. Hlávka} and \textit{M. Hušková}, REVSTAT 15, No. 3, 355--372 (2017; Zbl 1373.62084) Full Text: Link OpenURL
Chang, Chung; Lin, Xuejing; Ogden, R. Todd Simultaneous confidence bands for functional regression models. (English) Zbl 1391.62064 J. Stat. Plann. Inference 188, 67-81 (2017). MSC: 62G08 62G15 62G20 PDF BibTeX XML Cite \textit{C. Chang} et al., J. Stat. Plann. Inference 188, 67--81 (2017; Zbl 1391.62064) Full Text: DOI OpenURL
Richard, Patrick Heteroskedasticity-robust tests with minimum size distortion. (English) Zbl 1391.62085 Commun. Stat., Theory Methods 46, No. 13, 6463-6477 (2017). MSC: 62G35 62J05 62H12 PDF BibTeX XML Cite \textit{P. Richard}, Commun. Stat., Theory Methods 46, No. 13, 6463--6477 (2017; Zbl 1391.62085) Full Text: DOI OpenURL
Bucchia, Béatrice; Wendler, Martin Change-point detection and bootstrap for Hilbert space valued random fields. (English) Zbl 1356.62166 J. Multivariate Anal. 155, 344-368 (2017). MSC: 62M40 62H15 62E20 60G60 PDF BibTeX XML Cite \textit{B. Bucchia} and \textit{M. Wendler}, J. Multivariate Anal. 155, 344--368 (2017; Zbl 1356.62166) Full Text: DOI arXiv OpenURL
Hounyo, Ulrich Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading. (English) Zbl 1443.62355 J. Econom. 197, No. 1, 130-152 (2017). MSC: 62P05 62P20 PDF BibTeX XML Cite \textit{U. Hounyo}, J. Econom. 197, No. 1, 130--152 (2017; Zbl 1443.62355) Full Text: DOI OpenURL
Maistre, Samuel; Lavergne, Pascal; Patilea, Valentin Powerful nonparametric checks for quantile regression. (English) Zbl 1358.62048 J. Stat. Plann. Inference 180, 13-29 (2017). MSC: 62G10 62G08 62G07 62G20 PDF BibTeX XML Cite \textit{S. Maistre} et al., J. Stat. Plann. Inference 180, 13--29 (2017; Zbl 1358.62048) Full Text: DOI arXiv Link OpenURL
Lee, Taewook Wild bootstrap Ljung-Box test for cross correlations of multivariate time series. (English) Zbl 1400.62188 Econ. Lett. 147, 59-62 (2016). MSC: 62M10 62M07 62G09 62P20 PDF BibTeX XML Cite \textit{T. Lee}, Econ. Lett. 147, 59--62 (2016; Zbl 1400.62188) Full Text: DOI OpenURL
Wu, Jilin Detecting structural changes under nonstationary volatility. (English) Zbl 1396.62281 Econ. Lett. 146, 151-154 (2016). MSC: 62P20 62G10 PDF BibTeX XML Cite \textit{J. Wu}, Econ. Lett. 146, 151--154 (2016; Zbl 1396.62281) Full Text: DOI OpenURL
Kim, Taeyoon; Park, Cheolyong; Ha, Jeongcheol; Luo, Zhi-Ming; Hwang, Sun Young Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions. (English) Zbl 1356.62060 Statistics 50, No. 4, 750-774 (2016). MSC: 62G10 62G09 62G20 60F17 PDF BibTeX XML Cite \textit{T. Kim} et al., Statistics 50, No. 4, 750--774 (2016; Zbl 1356.62060) Full Text: DOI OpenURL
Boswijk, H. Peter; Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert Inference on co-integration parameters in heteroskedastic vector autoregressions. (English) Zbl 1419.62220 J. Econom. 192, No. 1, 64-85 (2016). MSC: 62M10 62P05 PDF BibTeX XML Cite \textit{H. P. Boswijk} et al., J. Econom. 192, No. 1, 64--85 (2016; Zbl 1419.62220) Full Text: DOI Link OpenURL
Brüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten Inference in VARs with conditional heteroskedasticity of unknown form. (English) Zbl 1390.62173 J. Econom. 191, No. 1, 69-85 (2016). MSC: 62M10 62F40 60F05 PDF BibTeX XML Cite \textit{R. Brüggemann} et al., J. Econom. 191, No. 1, 69--85 (2016; Zbl 1390.62173) Full Text: DOI Link OpenURL
Kim, Jae H.; Shamsuddin, Abul A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests. (English) Zbl 1398.62307 Quant. Finance 15, No. 9, 1501-1514 (2015). MSC: 62P05 91G10 62F40 62G09 PDF BibTeX XML Cite \textit{J. H. Kim} and \textit{A. Shamsuddin}, Quant. Finance 15, No. 9, 1501--1514 (2015; Zbl 1398.62307) Full Text: DOI OpenURL
Sun, Qiang; Zhu, Hongtu; Liu, Yufeng; Ibrahim, Joseph G.; The Alzheimer’s Disease Neuroimaging Initiative SPReM: sparse projection regression model for high-dimensional linear regression. (English) Zbl 1373.62359 J. Am. Stat. Assoc. 110, No. 509, 289-302 (2015). MSC: 62J05 62H12 62H15 PDF BibTeX XML Cite \textit{Q. Sun} et al., J. Am. Stat. Assoc. 110, No. 509, 289--302 (2015; Zbl 1373.62359) Full Text: DOI Link OpenURL
Modugno, Lucia; Giannerini, Simone The wild bootstrap for multilevel models. (English) Zbl 1341.62104 Commun. Stat., Theory Methods 44, No. 22, 4812-4825 (2015). MSC: 62F40 PDF BibTeX XML Cite \textit{L. Modugno} and \textit{S. Giannerini}, Commun. Stat., Theory Methods 44, No. 22, 4812--4825 (2015; Zbl 1341.62104) Full Text: DOI arXiv OpenURL
Rasheed, B. A.; Adnan, R.; Saffari, S. E.; Pati, K. D. Application of robust wild bootstrap estimation of linear model in econometric. (English) Zbl 1326.62225 Int. J. Appl. Math. Stat. 53, No. 1, 82-101 (2015). MSC: 62P20 62G35 62J05 62G09 PDF BibTeX XML Cite \textit{B. A. Rasheed} et al., Int. J. Appl. Math. Stat. 53, No. 1, 82--101 (2015; Zbl 1326.62225) Full Text: Link OpenURL
Maki, Daiki Wild bootstrap tests for unit root in ESTAR models. (English) Zbl 1416.62510 Stat. Methods Appl. 24, No. 3, 475-490 (2015). MSC: 62M10 62M07 PDF BibTeX XML Cite \textit{D. Maki}, Stat. Methods Appl. 24, No. 3, 475--490 (2015; Zbl 1416.62510) Full Text: DOI OpenURL
Yazıcı, Ceyda; Yerlikaya-Özkurt, Fatma; Batmaz, İnci A computational approach to nonparametric regression: bootstrapping CMARS method. (English) Zbl 1343.62025 Mach. Learn. 101, No. 1-3, 211-230 (2015). MSC: 62G08 68T05 PDF BibTeX XML Cite \textit{C. Yazıcı} et al., Mach. Learn. 101, No. 1--3, 211--230 (2015; Zbl 1343.62025) Full Text: DOI OpenURL
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics. (English) Zbl 1330.62329 J. Time Ser. Anal. 36, No. 5, 603-629 (2015). MSC: 62M07 62F40 PDF BibTeX XML Cite \textit{G. Cavaliere} et al., J. Time Ser. Anal. 36, No. 5, 603--629 (2015; Zbl 1330.62329) Full Text: DOI Link OpenURL
Porter, Jack; Yu, Ping Regression discontinuity designs with unknown discontinuity points: testing and estimation. (English) Zbl 1337.62082 J. Econom. 189, No. 1, 132-147 (2015). MSC: 62G08 62G07 62G09 62G20 62P20 PDF BibTeX XML Cite \textit{J. Porter} and \textit{P. Yu}, J. Econom. 189, No. 1, 132--147 (2015; Zbl 1337.62082) Full Text: DOI OpenURL
Zhu, Ke; Li, Wai Keung A bootstrapped spectral test for adequacy in weak ARMA models. (English) Zbl 1337.62285 J. Econom. 187, No. 1, 113-130 (2015). MSC: 62M10 62G10 62M15 91G70 PDF BibTeX XML Cite \textit{K. Zhu} and \textit{W. K. Li}, J. Econom. 187, No. 1, 113--130 (2015; Zbl 1337.62285) Full Text: DOI Link OpenURL
Yang, Zhenlin LM tests of spatial dependence based on bootstrap critical values. (English) Zbl 1331.62489 J. Econom. 185, No. 1, 33-59 (2015). MSC: 62P20 62J05 62G09 PDF BibTeX XML Cite \textit{Z. Yang}, J. Econom. 185, No. 1, 33--59 (2015; Zbl 1331.62489) Full Text: DOI Link OpenURL
Albano, Giuseppina; La Rocca, Michele; Perna, Cira Weak form efficiency of selected European stock markets: alternative testing approaches. (English) Zbl 1407.62419 Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2012, Venice, Italy, April 10–12, 2012. Cham: Springer. 1-12 (2014). MSC: 62P20 62M10 62F40 PDF BibTeX XML Cite \textit{G. Albano} et al., in: Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2012, Venice, Italy, April 10--12, 2012. Cham: Springer. 1--12 (2014; Zbl 1407.62419) Full Text: DOI OpenURL
Maki, Daiki A comparison of linearity tests based on wild bootstrap. (English) Zbl 1305.62089 Adv. Appl. Stat. 40, No. 2, 93-107 (2014). MSC: 62F03 62F40 62J05 PDF BibTeX XML Cite \textit{D. Maki}, Adv. Appl. Stat. 40, No. 2, 93--107 (2014; Zbl 1305.62089) Full Text: Link OpenURL
Escanciano, J. C.; Goh, S. C. Specification analysis of linear quantile models. (English) Zbl 1293.62097 J. Econom. 178, Part 3, 495-507 (2014). MSC: 62G10 62P20 91B82 PDF BibTeX XML Cite \textit{J. C. Escanciano} and \textit{S. C. Goh}, J. Econom. 178, Part 3, 495--507 (2014; Zbl 1293.62097) Full Text: DOI OpenURL
Zhou, Zhou Nonparametric specification for non-stationary time series regression. (English) Zbl 1400.62205 Bernoulli 20, No. 1, 78-108 (2014). MSC: 62M10 62G10 62G08 62G09 PDF BibTeX XML Cite \textit{Z. Zhou}, Bernoulli 20, No. 1, 78--108 (2014; Zbl 1400.62205) Full Text: DOI arXiv Euclid OpenURL
Zhou, Hailin; Xie, Haibin; Wu, Xinyu; Ding, Zhongming; Wang, Shouyang The impact of warrants introduction: sign effect or magnitude effect? (English) Zbl 1282.91390 J. Syst. Sci. Complex. 26, No. 3, 419-431 (2013). MSC: 91G70 91G20 91G50 PDF BibTeX XML Cite \textit{H. Zhou} et al., J. Syst. Sci. Complex. 26, No. 3, 419--431 (2013; Zbl 1282.91390) Full Text: DOI OpenURL
Cai, Nan; Cai, Zongwu; Fang, Ying A new nonparametric stability test with an application to major Chinese macroeconomic time series. (English) Zbl 1289.62045 Appl. Math., Ser. B (Engl. Ed.) 28, No. 1, 1-16 (2013). MSC: 62G10 62J07 62G05 62G09 62P20 91B84 PDF BibTeX XML Cite \textit{N. Cai} et al., Appl. Math., Ser. B (Engl. Ed.) 28, No. 1, 1--16 (2013; Zbl 1289.62045) Full Text: DOI OpenURL
Baltagi, Badi H.; Kao, Chihwa; Na, Sanggon Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test. (English) Zbl 1416.62387 Stat. Pap. 54, No. 4, 1067-1094 (2013). MSC: 62J05 62F03 62E20 62G09 PDF BibTeX XML Cite \textit{B. H. Baltagi} et al., Stat. Pap. 54, No. 4, 1067--1094 (2013; Zbl 1416.62387) Full Text: DOI OpenURL
Zhao, Zhibiao; Li, Xiaoye Inference for modulated stationary processes. (English) Zbl 1259.62077 Bernoulli 19, No. 1, 205-227 (2013). MSC: 62M09 62M07 62F10 60F05 62G09 60F17 65C05 PDF BibTeX XML Cite \textit{Z. Zhao} and \textit{X. Li}, Bernoulli 19, No. 1, 205--227 (2013; Zbl 1259.62077) Full Text: DOI arXiv Euclid OpenURL
Dikta, Gerhard; Subramanian, Sundarraman; Winkler, Thorsten Bootstrap based model checks with missing binary response data. (English) Zbl 06130786 Stat. Probab. Lett. 83, No. 1, 219-226 (2013). MSC: 62-XX PDF BibTeX XML Cite \textit{G. Dikta} et al., Stat. Probab. Lett. 83, No. 1, 219--226 (2013; Zbl 06130786) Full Text: DOI OpenURL
Kline, Patrick; Santos, Andres Higher order properties of the wild bootstrap under misspecification. (English) Zbl 1443.62114 J. Econom. 171, No. 1, 54-70 (2012). MSC: 62G09 62E20 62J05 62P20 PDF BibTeX XML Cite \textit{P. Kline} and \textit{A. Santos}, J. Econom. 171, No. 1, 54--70 (2012; Zbl 1443.62114) Full Text: DOI Link OpenURL
Kline, Patrick; Santos, Andres A score based approach to wild bootstrap inference. (English) Zbl 1279.62076 J. Econom. Methods 1, No. 1, 23-41 (2012). MSC: 62G05 62G09 62G35 62H30 PDF BibTeX XML Cite \textit{P. Kline} and \textit{A. Santos}, J. Econom. Methods 1, No. 1, 23--41 (2012; Zbl 1279.62076) Full Text: DOI Link OpenURL
Jeong, Jinook; Kang, Byunguk Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity. (English) Zbl 1474.62308 J. Appl. Stat. 39, No. 7, 1531-1542 (2012). MSC: 62M10 62G09 62P20 PDF BibTeX XML Cite \textit{J. Jeong} and \textit{B. Kang}, J. Appl. Stat. 39, No. 7, 1531--1542 (2012; Zbl 1474.62308) Full Text: DOI Link OpenURL
Di Termini, Susanna; Hieke, Stefanie; Schumacher, Martin; Beyersmann, Jan Nonparametric inference for the cumulative incidence function of a competing risk, with an emphasis on confidence bands in the presence of left-truncation. (English) Zbl 1251.62009 Biom. J. 54, No. 4, 568-578 (2012). MSC: 62G05 62N01 62G15 65C60 PDF BibTeX XML Cite \textit{S. Di Termini} et al., Biom. J. 54, No. 4, 568--578 (2012; Zbl 1251.62009) Full Text: DOI OpenURL
Davidson, Russell Statistical inference in the presence of heavy tails. (English) Zbl 1241.62176 Econom. J. 15, No. 1, C31-C53 (2012). MSC: 62P20 62G32 62G09 91B82 65C60 PDF BibTeX XML Cite \textit{R. Davidson}, Econom. J. 15, No. 1, C31--C53 (2012; Zbl 1241.62176) Full Text: DOI OpenURL
Ferraty, F.; Van Keilegom, I.; Vieu, P. Regression when both response and predictor are functions. (English) Zbl 1241.62054 J. Multivariate Anal. 109, 10-28 (2012). MSC: 62G08 62G09 62G20 62G05 65C60 PDF BibTeX XML Cite \textit{F. Ferraty} et al., J. Multivariate Anal. 109, 10--28 (2012; Zbl 1241.62054) Full Text: DOI OpenURL
Shao, Xiaofeng A bootstrap-assisted spectral test of white noise under unknown dependence. (English) Zbl 1441.62869 J. Econom. 162, No. 2, 213-224 (2011). MSC: 62P20 62M10 62G09 62G10 62M15 62E20 PDF BibTeX XML Cite \textit{X. Shao}, J. Econom. 162, No. 2, 213--224 (2011; Zbl 1441.62869) Full Text: DOI OpenURL
Henderson, Robin; Ansell, Phil; Alshibani, Deyadeen Optimal dynamic treatment methods. (English) Zbl 1297.62218 REVSTAT 9, No. 1, 19-36 (2011). MSC: 62P10 62J07 92C50 PDF BibTeX XML Cite \textit{R. Henderson} et al., REVSTAT 9, No. 1, 19--36 (2011; Zbl 1297.62218) Full Text: Link OpenURL
Thomaidis, Nikos S.; Dounias, George D. On detecting the optimal structure of a neural network under strong statistical features in errors. (English) Zbl 1290.62094 J. Time Ser. Anal. 32, No. 3, 204-222 (2011). MSC: 62M45 62L10 62M07 62M10 62P10 PDF BibTeX XML Cite \textit{N. S. Thomaidis} and \textit{G. D. Dounias}, J. Time Ser. Anal. 32, No. 3, 204--222 (2011; Zbl 1290.62094) Full Text: DOI OpenURL
Li, Xiao Li; You, Jin Hong; Zhou, Yong Statistical inference for varying-coefficient models with error-prone covariates. (English) Zbl 1365.62139 J. Stat. Comput. Simulation 81, No. 12, 1755-1771 (2011). MSC: 62G08 62G09 62G20 62P10 PDF BibTeX XML Cite \textit{X. L. Li} et al., J. Stat. Comput. Simulation 81, No. 12, 1755--1771 (2011; Zbl 1365.62139) Full Text: DOI OpenURL
Wang, Xiaoming; Carriere, Keumhee C. Assessing additivity in nonparametric models – a kernel-based method. (English. French summary) Zbl 1228.62051 Can. J. Stat. 39, No. 4, 632-655 (2011). MSC: 62G08 62E20 62G10 62G09 62G20 65C05 PDF BibTeX XML Cite \textit{X. Wang} and \textit{K. C. Carriere}, Can. J. Stat. 39, No. 4, 632--655 (2011; Zbl 1228.62051) Full Text: DOI OpenURL
Raya-Miranda, R.; Martínez-Miranda, M. D. Data-driven local bandwidth selection for additive models with missing data. (English) Zbl 1221.62065 Appl. Math. Comput. 217, No. 24, 10328-10342 (2011). MSC: 62G08 62G09 62H12 62G05 65C60 PDF BibTeX XML Cite \textit{R. Raya-Miranda} and \textit{M. D. Martínez-Miranda}, Appl. Math. Comput. 217, No. 24, 10328--10342 (2011; Zbl 1221.62065) Full Text: DOI OpenURL
Park, Byeong U.; Hwang, Jun H.; Park, Min S. Testing in nonparametric varying coefficient additive models. (English) Zbl 1214.62051 Stat. Sin. 21, No. 2, 749-778 (2011). MSC: 62G10 62E20 62G20 62G08 62H15 PDF BibTeX XML Cite \textit{B. U. Park} et al., Stat. Sin. 21, No. 2, 749--778 (2011; Zbl 1214.62051) Full Text: DOI Link Link OpenURL
Di Sanzo, Silvestro Output fluctuations persistence: do cyclical shocks matter? (English) Zbl 1204.91109 Bull. Econ. Res. 63, No. 1, 28-52 (2011). MSC: 91B84 91B82 62M10 62M20 PDF BibTeX XML Cite \textit{S. Di Sanzo}, Bull. Econ. Res. 63, No. 1, 28--52 (2011; Zbl 1204.91109) Full Text: DOI Link OpenURL
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert Testing for co-integration in vector autoregressions with non-stationary volatility. (English) Zbl 1431.62358 J. Econom. 158, No. 1, 7-24 (2010). MSC: 62M10 62M07 62G09 62E20 62P20 PDF BibTeX XML Cite \textit{G. Cavaliere} et al., J. Econom. 158, No. 1, 7--24 (2010; Zbl 1431.62358) Full Text: DOI Link OpenURL
Sancetta, Alessio Bootstrap model selection for possibly dependent and heterogeneous data. (English) Zbl 1440.62144 Ann. Inst. Stat. Math. 62, No. 3, 515-546 (2010). MSC: 62G09 62G08 68T05 PDF BibTeX XML Cite \textit{A. Sancetta}, Ann. Inst. Stat. Math. 62, No. 3, 515--546 (2010; Zbl 1440.62144) Full Text: DOI OpenURL
Pendakur, Krishna; Scholz, Michael; Sperlich, Stefan Semiparametric indirect utility and consumer demand. (English) Zbl 1284.91454 Comput. Stat. Data Anal. 54, No. 11, 2763-2775 (2010). MSC: 91B82 91B42 62P20 62-07 PDF BibTeX XML Cite \textit{K. Pendakur} et al., Comput. Stat. Data Anal. 54, No. 11, 2763--2775 (2010; Zbl 1284.91454) Full Text: DOI Link OpenURL
Opsomer, J. D.; Francisco-Fernández, M. Finding local departures from a parametric model using nonparametric regression. (English) Zbl 1247.62119 Stat. Pap. 51, No. 1, 69-84 (2010). MSC: 62G08 62G10 62G09 62F03 65C60 PDF BibTeX XML Cite \textit{J. D. Opsomer} and \textit{M. Francisco-Fernández}, Stat. Pap. 51, No. 1, 69--84 (2010; Zbl 1247.62119) Full Text: DOI OpenURL
Hodoshima, Jiro; Ando, Masakazu Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap vs. pairs bootstrap. (English) Zbl 1205.62087 J. Stat. Comput. Simulation 80, No. 11, 1225-1235 (2010). MSC: 62J05 62G09 62H12 65C60 PDF BibTeX XML Cite \textit{J. Hodoshima} and \textit{M. Ando}, J. Stat. Comput. Simulation 80, No. 11, 1225--1235 (2010; Zbl 1205.62087) Full Text: DOI OpenURL
Davidson, Russell; MacKinnon, James G. Wild bootstrap tests for IV regression. (English) Zbl 1198.62035 J. Bus. Econ. Stat. 28, No. 1, 128-144 (2010). MSC: 62G09 62J05 65C60 62G15 62G10 PDF BibTeX XML Cite \textit{R. Davidson} and \textit{J. G. MacKinnon}, J. Bus. Econ. Stat. 28, No. 1, 128--144 (2010; Zbl 1198.62035) Full Text: DOI Link OpenURL
Wang, Xiao-Feng; Ye, Deping On nonparametric comparison of images and regression surfaces. (English) Zbl 1191.62079 J. Stat. Plann. Inference 140, No. 10, 2875-2884 (2010). MSC: 62G08 62G10 62G09 65C60 62H35 PDF BibTeX XML Cite \textit{X.-F. Wang} and \textit{D. Ye}, J. Stat. Plann. Inference 140, No. 10, 2875--2884 (2010; Zbl 1191.62079) Full Text: DOI Link OpenURL
Zou, Changliang; Liu, Yukun; Wang, Zhaojun; Zhang, Runchu Adaptive nonparametric comparison of regression curves. (English) Zbl 1188.62151 Commun. Stat., Theory Methods 39, No. 7, 1299-1320 (2010). MSC: 62G08 62G20 62G10 65C60 PDF BibTeX XML Cite \textit{C. Zou} et al., Commun. Stat., Theory Methods 39, No. 7, 1299--1320 (2010; Zbl 1188.62151) Full Text: DOI Link OpenURL
Boswijk, H. Peter Nuisance parameter free inference on cointegration parameters in the presence of a variance shift. (English) Zbl 1204.62153 Econ. Lett. 107, No. 2, 190-193 (2010). MSC: 62M10 62F05 62F12 62P05 PDF BibTeX XML Cite \textit{H. P. Boswijk}, Econ. Lett. 107, No. 2, 190--193 (2010; Zbl 1204.62153) Full Text: DOI Link OpenURL