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- W2552443903 abstract "Multiplier bootstrap (MB) has been used to approximate the limiting processes of empirical processes in various papers. In this paper, we consider multiplier bootstrap in three cases. First, we consider MB for standard empirical process. Second, we extend the MB to account for estimation effects of the pre-estimated parameters or unknown nonparametric functions. Last, we consider MB for Nadaraya-Waston nonparametric kernel estimators. JEL Classification: C01, C15" @default.
- W2552443903 created "2016-11-30" @default.
- W2552443903 creator A5000967603 @default.
- W2552443903 date "2016-09-01" @default.
- W2552443903 modified "2023-09-27" @default.
- W2552443903 title "Multiplier Bootstrap for Empirical Processes" @default.
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- W2552443903 hasPublicationYear "2016" @default.
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