Inference via kernel smoothing of bootstrap P values

Resampling methods such as the bootstrap are routinely used to estimate the finite-sample null distributions of a range of test statistics. We present a simple and tractable way to perform classical hypothesis tests based upon a kernel estimate of the CDF of the bootstrap statistics. This approach has a number of appealing features: (i) it can perform well when the number of bootstraps is extremely small, (ii) it is approximately exact, and …