the null hypothesis and a sequence of Pitman local alternatives. We prove test consistency and propose a bootstrap …

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 …

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 …

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

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

have power against 1/{root n}-local alternatives and all fixed alternatives to the null hypothesis. A parametric bootstrap …

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