EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Bootstrap percentile interval"
Narrow search

Narrow search

Year of publication
Subject
All
Bootstrap percentile interval 2 Average expected length 1 Binomial distribution 1 Bootstrap method 1 Coverage probability 1 Nikkei 225 1 Return-enerating processes 1 Simple Moving Average 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 2
Language
All
Undetermined 2
Author
All
Carverhill, Andrew P. 1 Kung, James J. 1 Wang, Weizhen 1 Zhang, Zhongzhan 1
Published in...
All
Journal of Economic Integration 1 Metrika 1
Source
All
RePEc 2
Showing 1 - 2 of 2
Cover Image
Asymptotic infimum coverage probability for interval estimation of proportions
Wang, Weizhen; Zhang, Zhongzhan - In: Metrika 77 (2014) 5, pp. 635-646
In this paper, we discuss asymptotic infimum coverage probability (ICP) of eight widely used confidence intervals for proportions, including the Agresti–Coull (A–C) interval (Am Stat 52:119–126, <CitationRef CitationID="CR2">1998</CitationRef>) and the Clopper–Pearson (C–P) interval (Biometrika 26:404–413, <CitationRef CitationID="CR5">1934</CitationRef>). For the A–C...</citationref></citationref>
Persistent link: https://www.econbiz.de/10010995032
Saved in:
Cover Image
A Bootstrap Analysis of the Nikkei 225
Kung, James J.; Carverhill, Andrew P. - In: Journal of Economic Integration 27 (2012), pp. 487-504
series. Then, we construct a 95% bootstrap percentile interval with these 2,000 returns and determine if it contains the …
Persistent link: https://www.econbiz.de/10010840801
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...