Search Results - subject:"Bootstrap Method"

Measuring the efficiency of Indian public and private banks using the two-stage network DEA model

Prasanna Kumar, Vijyapu; Kar, Sujata - In: Benchmarking : an international journal 30 (2023) 2, pp. 382-406

Persistent link: https://www.econbiz.de/10014231854

An investigation of bootstrap methods for estimating the standard error of equating under the common-item nonequivalent groups design

Wang, Chunxin - 2011

The purpose of this study was to investigate the performance of the parametric bootstrap method and to compare the ….When the performance of the parametric bootstrap method was investigated, bivariate polynomial log-linear models were employed … the CPM of one. (3) The nonparametric bootstrap method generally produced less accurate estimates of the SEE than the …

Persistent link: https://www.econbiz.de/10009466018

Identification‐ and singularity‐robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - In: Quantitative economics : QE ; journal of the … 10 (2019) 4, pp. 1703-1746

This paper introduces a new identification‐ and singularity‐robust conditional quasi‐likelihood ratio (SR‐CQLR) test and a new identification‐ and singularity‐robust Anderson and Rubin (1949) (SR‐AR) test for linear and nonlinear moment condition models. Both tests are very fast to...

Persistent link: https://www.econbiz.de/10012202897

Improved inference on the rank of a matrix

Chen, Qihui; Fang, Zheng - In: Quantitative economics : QE ; journal of the … 10 (2019) 4, pp. 1787-1824

This paper develops a general framework for conducting inference on the rank of an unknown matrix Π0. A defining feature of our setup is the null hypothesis of the form . The problem is of first‐order importance because the previous literature focuses on by implicitly assuming away , which...

Persistent link: https://www.econbiz.de/10012202917

On the construction of confidence intervals for ratios of expectations

Derumigny, Alexis; Girard, Lucas; Guyonvarch, Yannick - 2019

Persistent link: https://www.econbiz.de/10012237309

On extreme perception bias

Molina, Imelda; Aguilar, Emerico; Puzon, Klarizze Anne … - 2019

This preliminary note investigates perception bias: To what extent do individual opinions confound reality? We estimate the relative gap between self-declared estimates and real data. We asked a sample of Philippine respondents about the incidence of diabetes and smartphone usage in their...

Persistent link: https://www.econbiz.de/10012288913

The Romano-Wolf multiple hypothesis correction in Stata

Clarke, Damian; Romano, Joseph P.; Wolf, Michael - 2019

When considering multiple hypothesis tests simultaneously, standard statistical techniques will lead to over-rejection of null hypotheses unless the multiplicity of the testing framework is explicitly considered. In this paper we discuss the Romano-Wolf multiple hypothesis correction, and...

Persistent link: https://www.econbiz.de/10012147332

Hypothesis testing based on a vector of statistics

King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - 2019

Persistent link: https://www.econbiz.de/10012606733

New bootstrap methods for financial and economic time series

Kless, Philipp Christian - 2019

implemented bootstrap method. …

Persistent link: https://www.econbiz.de/10012546394

A general approach for cure models in survival analysis

Patilea, Valentin; Van Keilegom, Ingrid - 2019

Persistent link: https://www.econbiz.de/10012050908