and second order stochastic dominance in the general k-prospect case. Our method is based on subsampling bootstrap. We …

This paper considers the problem of choosing the number of bootstrap repetitions B for bootstrap standard errors … desired level of accuracy. Accuracy is measured by the percentage deviation of the bootstrap standard error estimate …, confidence interval endpoint(s), test's critical value, or test's p-value based on B bootstrap simulations from the corresponding …

than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz (1998). …

methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods …

We propose a new method of testing stochastic dominance that improves on existing tests based on the standard bootstrap … the variables are allowed to be residuals from nonparametric and semiparametric models. The proposed bootstrap tests have … in general. The improvement stems from the design of the bootstrap test whose limiting behavior mimics the discontinuity …

. The asymptotic null distribution of the test statistic is a functional of a Gaussian process. A bootstrap procedure is …

asymptotic null distribution is a mixture of chi-squares. A bootstrap procedure is proposed for calculating the critical values …