Search Results - subject:"Bootstrap Method"

A Note on Testing for Skewness Persistence

Nath, Ravinder - In: Management Science 42 (1996) 1, pp. 138-141

This paper shows that the tests of skewness persistence considered by Muralidhar (Muralidhar, K. 1993. The bootstrap approach for testing skewness persistence. Management Sci. 39 487--491.) far exceed the true Type I error. That is, the probabilities of detecting an increase (decrease) in...

Persistent link: https://www.econbiz.de/10009191416

Bootstrapping confidence intervals for linear programming efficiency scores : with an illustration using Italian banking data

Ferrier, Gary Donald; Hirschberg, Joseph G. - 1995

Persistent link: https://www.econbiz.de/10000923034

Evaluating neural network predictors by bootstrapping

LeBaron, Blake Dean; Weigend, Andreas S. - 1994

Persistent link: https://www.econbiz.de/10000904207

How to implement bootstrap hypothesis testing in static and dynamic regression models

Giersbergen, Noud P. van; Kiviet, Jan F. - 1994

Persistent link: https://www.econbiz.de/10000151691

Bootstrapping the change-point of a hazard rate

Pham, Tuan; Nguyen, Hung - In: Annals of the Institute of Statistical Mathematics 45 (1993) 2, pp. 331-340

Persistent link: https://www.econbiz.de/10005184624

Operational characteristics of White's test for neglected nonlinearities

Jungeilges, Jochen A. - 1993

Persistent link: https://www.econbiz.de/10000412436

A bootstrap test for single index models

Härdle, Wolfgang - 1993

Persistent link: https://www.econbiz.de/10013452784

The Bootstrap Approach for Testing Skewness Persistence

Muralidhar, Krishnamurty - In: Management Science 39 (1993) 4, pp. 487-491

bootstrap method. A Monte Carlo simulation experiment was conducted to compare the effectiveness of the bootstrap method with … the method suggested by Lau, Wingender and Lau (1989) to test skewness persistence. The results show the bootstrap method … to be more powerful than the other method. The bootstrap method was also used to determine the persistence of skewness in …

Persistent link: https://www.econbiz.de/10009204288

Assessing statistical accuracy in ability estimation: A bootstrap approach

Liou, Michelle; Yu, Lien-Chi - In: Psychometrika 56 (1991) 1, pp. 55-67

Persistent link: https://www.econbiz.de/10005612668

On the inconsistency of bootstrap distribution estimators

Hall, Peter; Härdle, Wolfgang; Simar, Léopold - 1991

Persistent link: https://www.econbiz.de/10011512387