On the relative performance of bootstrap and Edgeworth approximations of a distribution function
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- Andrea Pallini, 2000. "Efficient bootstrap estimation of distribution functions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 81-95.
- Dalla, Violetta & Hidalgo, Javier, 2005. "A parametric bootstrap test for cycles," LSE Research Online Documents on Economics 6829, London School of Economics and Political Science, LSE Library.
- Dalla, Violetta & Hidalgo, Javier, 2005. "A parametric bootstrap test for cycles," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 219-261.
- Borovskikh, Yuri V. & Robinson, John, 2008. "Large deviations of bootstrapped U -statistics," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1793-1806, September.
- Violetta Dalla & Javier Hidalgo, 2005. "A Parametric Bootstrap Test for Cycles," STICERD - Econometrics Paper Series 486, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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Keywordsbootstrap Edgeworth expansion large deviation probability moderate deviation probability skewness;
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