Bootstrap-Based Tests
Gerhard Dikta () and
Marsel Scheer
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Gerhard Dikta: FH Aachen – University of Applied Sciences, Department of Medical Engineering and Technomathemathics
Marsel Scheer: Bayer AG
Chapter Chapter 4 in Bootstrap Methods, 2021, pp 47-72 from Springer
Abstract:
Abstract This statement is mainly based on the fact that the bootstrap resampling scheme has to be closely adapted to the hypothesis and therefore different resampling schemes have to be considered in different test scenarios. Naturally, the underlying distribution theory will not be available for each possible case in general. Thus a practitioner confronted with bootstrap hypothesis testing has to consider two things. Firstly, a proper resampling scheme has to be defined which closely mirrors the hypothesis. Secondly, he or she has to insure that the approximation under the chosen resampling scheme is valid.
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-73480-0_4
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DOI: 10.1007/978-3-030-73480-0_4
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