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  • Search: subject:"Bootstrap bias correction"
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Year of publication
Subject
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bootstrap bias correction 2 Analytical bias correction 1 Autoregressive model 1 Bootstrap bias correction 1 Design oriented bootstrap bias correction 1 Estimation after selection 1 Estimation of maximum effect 1 MSE 1 P-spline models 1 Spanish Household Budget Survey 1 Subgroup selection 1 Treatment selection 1 bias 1 confidence interval 1 coverage 1 first-order correction 1 local Whittle estimator 1 log periodogram estimator 1 precision 1 recursive mean adjustment 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 3 Book / Working Paper 1
Language
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Undetermined 4
Author
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Goicoa, T. 1 Grose, Simone D. 1 Martin, Gael M. 1 Militino, A.F. 1 Patterson, K. D. 1 Poskitt, D.S. 1 Rosenkranz, Gerd K. 1 Ugarte, M.D. 1
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 1
Published in...
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Computational Statistics & Data Analysis 2 Journal of Applied Statistics 1 Monash Econometrics and Business Statistics Working Papers 1
Source
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RePEc 4
Showing 1 - 4 of 4
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Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap
Poskitt, D.S.; Martin, Gael M.; Grose, Simone D. - Department of Econometrics and Business Statistics, … - 2012
parameter is provided. Simulation evidence comparing the performance of the bootstrap bias correction with analytical bias …
Persistent link: https://www.econbiz.de/10010542338
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Bootstrap corrections of treatment effect estimates following selection
Rosenkranz, Gerd K. - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 220-227
Bias of treatment effect estimators can occur when the maximum effect of several treatments is to be determined or the effect of the selected treatment or subgroup has to be estimated. Since those estimates may contribute to the decision as to whether to continue a drug development program, to...
Persistent link: https://www.econbiz.de/10010871443
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Estimating the percentage of food expenditure in small areas using bias-corrected P-spline based estimators
Militino, A.F.; Goicoa, T.; Ugarte, M.D. - In: Computational Statistics & Data Analysis 56 (2012) 10, pp. 2934-2948
Small area estimators based on a penalized spline regression model approximating a non-linear but smooth relationship between a response and a given covariate are obtained. In each small area, individual curves are fitted using penalized splines with B-spline bases, exploiting the mixed model...
Persistent link: https://www.econbiz.de/10010574467
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Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment
Patterson, K. D. - In: Journal of Applied Statistics 34 (2007) 1, pp. 23-45
Standard methods of estimation for autoregressive models are known to be biased in finite samples, which has implications for estimation, hypothesis testing, confidence interval construction and forecasting. Three methods of bias reduction are considered here: first-order bias correction, FOBC,...
Persistent link: https://www.econbiz.de/10005458175
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