A nonparametric hypothesis test via the Bootstrap resampling

Tugrul Temel ()

MPRA Paper from University Library of Munich, Germany

Abstract: This paper adapts an already existing nonparametric hypothesis test to the bootstrap framework. The test utilizes the nonparametric kernel regression method to estimate a measure of distance between the models stated under the null hypothesis. The bootstraped version of the test allows to approximate errors involved in the asymptotic hypothesis test. The paper also develops a Mathematica Code for the test algorithm.

Keywords: Hypothesis test; the bootstrap; nonparametric regression; omitted variables (search for similar items in EconPapers)
JEL-codes: C12 C14 C15 (search for similar items in EconPapers)
Date: 2011-06-28
New Economics Papers: this item is included in nep-ecm
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https://mpra.ub.uni-muenchen.de/31880/1/MPRA_paper_31880.pdf original version (application/pdf)

Related works:
Working Paper: A NONPARAMETRIC HYPOTHESIS TEST VIA THE BOOTSTRAP RESAMPLING (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:31880

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