How do bootstrap and permutation tests work

By A. Janssen, Thorsten Pauls. 2003

162 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance

View Paper: https://www.semanticscholar.org/paper/c34cd490e54fff1f288409985f93b9567b3eaf0f

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Citations in the corpus

A test for the two-sample problem based on empirical characteristic functions (2008, background): “…estimators for the distribution of sample means (see for example Bickel and Freedman (1981), Singh (1981), Hall (1986, 1988a,b), Shorack (1996), Janssen and Pauls (2003)), Therefore, since e.c.f. are particular averages, it is expected they work for approximating the distribution of Dn,m .”
Randomization Tests for Weak Null Hypotheses in Randomized Experiments (2018, background): “using them in FRTs can give wrong type I errors. The idea of studentization already appears in the literature. Our theory has some new features. First, Neuhaus (1993), Janssen (1997), Janssen (1999), Janssen and Pauls (2003) and Chung and Romano (2016a) used it in permutation tests, assuming that th”
Fréchet analysis of variance for random objects (2017, background): “Under fairly general assumptions, resampling methods like bootstrapping and permutation tests work whenever a central limit theorem holds (Janssen and Pauls, 2003).”
Robust Permutation Tests For Correlation And Regression Coefficients (2017, background): “For general results on permutation test, see Janssen and Pauls (2003).”
Minimax optimality of permutation tests (2020, background): “In addition to these findings, power comparisons between permutation and bootstrap tests have been made by Romano (1989); Janssen and Pauls (2003); Janssen (2005) and among others.”
Rank‐based procedures in factorial designs: hypotheses about non‐parametric treatment effects (2016, methodology): “The result now follows from an application of lemma 1 in Janssen and Pauls (2003).”
Weighted resampling of martingale difference arrays with applications (2011, methodology): “For more details on resampling schemes I refer to Janssen and Pauls [16], Janssen [17], Del Barrio et. al.”
EXACT AND ASYMPTOTICALLY ROBUST PERMUTATION TESTS (2013, unknown): “Other results on permutation tests are presented in Janssen [11], Janssen and Pauls [12], Janssen and Pauls [13] and Janssen and Pauly [14].”
Asymptotic permutation tests in general factorial designs (2015, methodology): “First ideas in this direction have been developed by Neuhaus (1993) and Janssen (1997) and have been further developed and generalized by Janssen and Pauls (2003), Neubert and Brunner (2007), Pauly (2011a), Konietschke and Pauly (2012), Omelka and Pauly (2012) and Chung and Romano (2013).”
Weak Convergence of the Wild Bootstrap for the Aalen–Johansen Estimator of the Cumulative Incidence Function of a Competing Risk (2013, background): “Now, given the Zs, the bootstrap version ∑n i =1(Z * i − 1n ∑n j =1 Zj) of the linear statistic at hand has the same distribution as ∑n i =1( i −1)Zi , where ( 1, . . ., n) is multinomial M(n, 1/n, . . ., 1/n)distributed, see, e.g. Janssen & Pauls (2003).”