Search Results - subject:"Multiplier bootstrap"

Kato, Kengo; Sasaki, Yuya - In: Journal of econometrics 213 (2019) 2, pp. 516-555

Persistent link: https://www.econbiz.de/10012304583

Spokoiny, Vladimir; Zhilova, Mayya - 2014

A multiplier bootstrap procedure for construction of likelihood-based confidence sets is considered for finite samples …

Persistent link: https://www.econbiz.de/10010491433

Spokoiny, Vladimir; Zhilova, Mayya - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2014

A multiplier bootstrap procedure for construction of likelihood-based condence sets is considered for nite samples and …

Persistent link: https://www.econbiz.de/10011075766

Spokojnyj, Vladimir G.; Zhilova, Mayya - 2014

A multiplier bootstrap procedure for construction of likelihood-based confidence sets is considered for finite samples …

Persistent link: https://www.econbiz.de/10010436527

Berghaus, Betina; Bücher, Axel - 2013

Persistent link: https://www.econbiz.de/10009716299

Bücher, Axel; Jäschke, Stefan; Wied, Dominik - 2013

Persistent link: https://www.econbiz.de/10009793510

Kato, Kengo; Sasaki, Yuya - In: Journal of econometrics 207 (2018) 1, pp. 129-161

Persistent link: https://www.econbiz.de/10012116131

Bücher, Axel; Jäschke, Stefan; Wied, Dominik - In: Journal of econometrics 187 (2015) 1, pp. 154-168

Persistent link: https://www.econbiz.de/10011498799

Quessy, Jean-François; Bahraoui, Tarik - In: Journal of Multivariate Analysis 129 (2014) C, pp. 16-36

application of the functional delta method. In addition, a multiplier bootstrap method for these C-power processes is described …

Persistent link: https://www.econbiz.de/10010786424

Berghaus, Betina; Bücher, Axel - In: Journal of Econometrics 180 (2014) 2, pp. 117-126

data, we propose two multiplier bootstrap techniques to approximate the critical values. We show that the test is able to …

Persistent link: https://www.econbiz.de/10011052198

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