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  • Search: subject:"Bootstrap (Statistics)"
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Year of publication
Subject
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Bootstrap (Statistics) 2 ARMA model 1 Asymptotic distribution (Probability theory) 1 Robust statistics 1 Statistical power analysis 1 Statistical power curves 1 block bootstrap statistics 1 dependent data 1 jackknife 1 non-normality 1 nonparametric power analysis 1 outliers 1 robust measures of location 1 sample mean 1 stationary 1 time series 1 variance 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1 Other 1
Language
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Undetermined 2 English 1
Author
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Hayslip, Bert 1 Herrington, Richard S. 1 Ibrahim, Sahar 1 Kennelly, Kevin J. 1 Lambert, Paul 1 Mahmoud, Mohamed 1 Mokhlis, Nahed 1 Pavur, Robert J. 1 Whelan, Karl 1 Yuan, Ke-Hai 1
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Institution
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School of Economics, University College Dublin 1
Published in...
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Open Access publications 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
Source
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RePEc 2 BASE 1
Showing 1 - 3 of 3
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Testing parameter stability : a wild bootstrap approach
Whelan, Karl - School of Economics, University College Dublin - 2005
Unknown-breakpoint tests for possible structural change have become standard in recent years, with the most popular being the so-called Sup-F tests, whose asymptotic distribution was derived by Andrews (1993). We highlight two problems that lead to poor performance when testing for structural...
Persistent link: https://www.econbiz.de/10011269234
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Simulating Statistical Power Curves with the Bootstrap and Robust Estimation
Herrington, Richard S. - 2001
Power and effect size analysis are important methods in the psychological sciences. It is well known that classical statistical tests are not robust with respect to power and type II error. However, relatively little attention has been paid in the psychological literature to the effect that...
Persistent link: https://www.econbiz.de/10009475066
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Cover Image
Assessing the error in bootstrap estimates with dependent data
Mahmoud, Mohamed; Mokhlis, Nahed; Ibrahim, Sahar - In: TEST: An Official Journal of the Spanish Society of … 9 (2000) 2, pp. 471-486
Persistent link: https://www.econbiz.de/10005613277
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