bootstrap, m out of n bootstrap, and subsampling do lead to uniformly asymptotically valid confidence sets in moment inequality …

subsampling. Our test requires estimation of the contact sets between the marginal distributions. Our tests have asymptotic sizes … results show that our tests are indeed more powerful than the existing subsampling and recentered bootstrap. …

subsampling. Our test requires estimation ofthe contact sets between the marginal distributions. Our tests have asymptoticsizes … show thatour tests are indeed more powerful than the existing subsampling and recenteredbootstrap. … dominance which improves on existing tests based on bootstrap or subsampling. Our test requires estimation of the contact sets …

We investigate the use of subsampling for conducting inference about the quadratic variation of a discretely observed … diffusion process under an infill asymptotic scheme. We show that the usual subsampling method of Politis and Romano (1994) is … inconsistent when applied to our inference question. Recently, a type of subsampling has been used to do an additive bias …

to be asymptotically conservative. The power of GMS tests is compared to that of subsampling, m out of n bootstrap, and … to have asymptotic power that dominates that of subsampling, m out of n bootstrap, and PA tests. Subsampling and m out of …

identified. For a specified class of test statistics, this paper establishes the uniform asymptotic validity of subsampling, m …