Mediation analysis is central to theory building and testing in organizations research. Management scholars often use linear regression analysis based on normal-theory maximum likelihood estimators to test mediation. However, these estimators are very sensitive to deviations from normality...

Classical unit root tests are known to suffer from potentially crippling size distortions, and a range of procedures have been proposed to attenuate this problem, including the use of bootstrap procedures. It is also known that the estimating equation's functional form can affect the outcome of...

We prove that the threshold regime for bootstrap percolation in a -dimensional box of diameter with parameters and , where 3 ≤ ≤ , is ~ exp(), where exp is the exponential iterated — 1 times and is bounded from above and from below by two positive constants depending on , only

In this paper we analyse some bootstrap techniques to make inference in INAR(p) models. First of all, via Monte Carlo experiments we compare the performances of these methods when estimating the thinning parameters in INAR(p) models. We state the superiority of sieve bootstrap approaches on...

The parametric bootstrap is a method for variance estimation advocated by many researchers in multiple capture studies. Most applications thus far used the parametric bootstrap in log-linear modelling, that is, where there are possibly categorical covariates which relate to the probabilities of...

The combination of classifiers leads to substantial reduction of misclassification error in a wide range of applications and benchmark problems. We suggest to use the out-of-bag sample for combining different classifiers. In our setup, a Linear Discriminant Analysis is performed using the...

Applied researchers often want to make inference for the difference of a given performance measure for two investment strategies. In this paper, we consider the class of performance measures that are smooth functions of population means of the underlying returns; this class is very rich and...