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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of quantitative economics"
~isPartOf:"Operations research"
~subject:"Statistical distribution"
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Bootstrap approach
Statistical distribution
Estimation theory
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Lam, Henry
2
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Applied economics letters
Journal of quantitative economics
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Journal of econometrics
85
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31
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29
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Firms' subjective uncertainty and forecast errors : survey evidence from Japan
Morikawa, Masayuki
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 33-36
Persistent link: https://www.econbiz.de/10013552960
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2
Distributionally robust inverse covariance estimation : the Wasserstein shrinkage estimator
Viet Anh Nguyen
;
Kuhn, Daniel
;
Mohajerin Esfahani, Peyman
- In:
Operations research
70
(
2022
)
1
,
pp. 490-515
Persistent link: https://www.econbiz.de/10012820667
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3
Subsampling to enhance efficiency in input uncertainty quantification
Lam, Henry
;
Qian, Huajie
- In:
Operations research
70
(
2022
)
3
,
pp. 1891-1913
Persistent link: https://www.econbiz.de/10013366289
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4
Technical note: bootstrap-based budget allocation for nested simulation
Zhang, Kun
;
Liu, Guangwu
;
Wang, Shiyu
- In:
Operations research
70
(
2022
)
2
,
pp. 1128-1142
Persistent link: https://www.econbiz.de/10013365858
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5
Bootstrap version of Rao-Blackwellization to two-step and instrumental variable estimators
Vinod, Hrishikesh D.
- In:
Journal of quantitative economics
20
(
2022
),
pp. 49-69
Persistent link: https://www.econbiz.de/10013441606
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6
On some characterizations of probability distributions with applications in econometrics : a centennial tribute to CR Rao
Prakasa Rao, Bhagavatula L. S.
;
Kumar, T. Krishna
- In:
Journal of quantitative economics
19
(
2021
)
2
,
pp. 181-205
Persistent link: https://www.econbiz.de/10012584922
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7
Improved maximum likelihood estimation for the Weibull distribution under length-biased sampling
Giles, David E. A.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 59-77
Persistent link: https://www.econbiz.de/10013441707
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8
Bootstrapping the Stein-rule estimators
Namba, Akio
- In:
Journal of quantitative economics
19
(
2021
),
pp. 219-237
Persistent link: https://www.econbiz.de/10013441719
Saved in:
9
Benchmarking collateral of triple-a rated securities
Sarmiento, Camilo
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 555-558
Persistent link: https://www.econbiz.de/10012205727
Saved in:
10
Computation of exact bootstrap confidence intervals : complexity and deterministic algorithms
Bertsimas, Dimitris
;
Sturt, Bradley
- In:
Operations research
68
(
2020
)
3
,
pp. 949-964
Persistent link: https://www.econbiz.de/10012234527
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