observations. Accordingly, we propose an i.i.d.-type bootstrap to determine the critical value for the test. …We propose a nonparametric test for checking parametric hypotheses about the stationary density of weakly dependent … observations. The test statistic is based on the L2-distance between a nonparametric and a smoothed version of a parametric …

asymptotically for the bootstrap to be valid. However, certain model-based bootstrap methods remain valid for some interesting … bootstrap schemes remain valid for supremum-type functionals as long as they mimic the corresponding finite-dimensional joint … distributions consistently. As an example, we investigate a finite order Markov chain bootstrap in the context of a general …

analysis of copula processes and appropriate bootstrap approximations in the setting of sequentially dependent data. One …

Degenerate U- and V-statistics play an important role in the field of hypothesis testing since numerous test statistics … can be formulated in terms of these quantities. Therefore, consistent bootstrap methods for U- and V-statistics can be …-statistics of weakly dependent random variables. As our main contribution, we propose a new model-free bootstrap method for U- and V …

defined by moment inequalities. In the literature, different test statistics, critical value methods, and implementation … methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods …. We provide a recommended test statistic, moment selection critical value method, and implementation method. We provide …

, propose a bootstrap version of the test, and conduct a small Monte Carlo simulation to evaluate the finitesample performance …This paper proposes a simple consistent nonparametric test of conditional symmetry based on the principle of … characteristic functions. The test statistic is shown to be asymptotically normal under the null hypothesis of conditional symmetry …

constructing an estimator for the intensity function. A goodness of fit test for the intensity function is also presented. In these …

ratio can still behave like a chi-square random variable asymptotically. A consistent test for the over-identification is …