Consistent bootstrap tests of parametric regression functions

By Yoon-Jae Whang. 2000

70 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0ba25ee159b6ad4e4962233f544e4cb625cd8bb5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. P. Lavergne
2. M. Domínguez
3. Qi Li
4. Yiguo Sun
5. Wei-Ming Lee
6. Valentina Corradi
7. C. Kuan
8. Ignacio N. Lobato

In Statistics and Probability

1. Norman R. Swanson
2. Valentina Corradi
3. Miguel A. Delgado
4. Qi Li
5. P. Lavergne
6. M. Domínguez
7. Yiguo Sun
8. Wei-Ming Lee

Citations in the corpus

• Testing the Martingale Difference Hypothesis (2003, methodology): “Second, for independent data, Whang (2000) generalizes Stute (1997) to the multivariate case and considers wild bootstrap specification testing as in Stute, González-Manteiga, and Presedo-Quindimil (1998).”
• A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (2014, background): “For independent data case, it includes Bierens and Ploberger (1997), Ellison and Ellison (2000), Fan and Li (1996), Härdle and Mammen (1993), Hong and White (1995), Horowitz (2001), Stengos and Sun (2001), Zheng (1996), Whang (2000), Yatchew (1992), among many others.”
• A New Test of the Martingale Difference Hypothesis (2004, methodology): “There are several consistent tests of the MD hypothesis in the literature; see e.g., Bierens (1982, 1984), De Jong (1996), Bierens and Ploberger (1997), Dominguez and Lobato (2000), and Whang (2000, 2001) .”
• An Improved Bootstrap Test of Stochastic Dominance (2010, unknown): “, & Whang, Y.-J. (2009). An improved bootstrap test of stochastic dominance.”
• Consistent Tests of Conditional Moment Restrictions (2006, methodology): “A notable exception is WHANG [2000] who compares KOLMOGOROV-SMIRNOV and CRAMER-VON-MISES type tests to the tests of HÄRDLE and”
• Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification (2006, background): “Also, Whang (2000,2001) proposed a version of Andrews CK test for the correct specification of the conditional mean.”
• A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (2013, unknown): “q2Q�(�) ~ PnfjBn;K;qj > �g 20 )”