Search Results - subject:"Parametric Bootstrap"

The development and deployment of a model for hospital-level COVID-19 associated patient demand intervals from consistent estimators (DICE)

Yang, Linying; Zhang, Teng; Glynn, Peter W.; Scheinker, … - In: Health care management science : a new journal serving … 24 (2021) 2, pp. 375-401

Persistent link: https://www.econbiz.de/10012588645

Top-income data and income inequality correction in China

Li, Chengyou; Yu, Yangcheng; Li, Qinghai - In: Economic modelling 97 (2021), pp. 210-219

Persistent link: https://www.econbiz.de/10012793320

SMALL AREA PREDICTION UNDER ALTERNATIVE MODEL SPECIFICATIONS

Erciulescu, Andreea L.; Fuller, Wayne A. - In: Statistics in Transition New Series 17 (2016) 1, pp. 9-24

Persistent link: https://www.econbiz.de/10012141605

A joint specification test for response probabilities in unordered multinomial choice models

Iwasawa, Masamune - In: Econometrics 3 (2015) 3, pp. 667-697

rejection regions can be calculated by a simple parametric bootstrap procedure, when the sample size is small. The size and …

Persistent link: https://www.econbiz.de/10011755299

On candlestick-based trading rules profitability analysis via parametric bootstraps and multivariate Pair-Copula based models

Röthig, Andreea; Röthig, Andreas; Chiarella, Carl - 2015

Persistent link: https://www.econbiz.de/10011344226

A joint specification test for response probabilities in unordered multinomial choice models

Iwasawa, Masamune - In: Econometrics : open access journal 3 (2015) 3, pp. 667-697

rejection regions can be calculated by a simple parametric bootstrap procedure, when the sample size is small. The size and …

Persistent link: https://www.econbiz.de/10011410669

Asymptotic refinements of bootstrap tests in a linear regression model ; A CHM bootstrap using the first four moments of the residuals

Treyens, Pierre-Eric - HAL - 2008

asymptotic test as for the classical parametric bootstrap test it is based on as soon as the third cumulant is nonnul. On the … other side, the non parametric bootstrap performs almost always better than the parametric bootstrap. There are two … exceptions. The first occurs when the third and fourth cumulants are null, in this case parametric and non parametric bootstrap …

Persistent link: https://www.econbiz.de/10008793622

Statistical inference for Mt/G/Infinity queueing systems under incomplete observations

Li, Dongmin; Hu, Qingpei; Wang, Lujia; Yu, Dan - In: European journal of operational research : EJOR 279 (2019) 3, pp. 882-901

Persistent link: https://www.econbiz.de/10012102795

Testing Stationarity for Unobserved Components Models

Morley, James; Panovska, Irina B.; Sinclair, Tara M. - School of Economics, UNSW Business School - 2014

In the aftermath of the global financial crisis, competing measures of the trend in macroeconomic variables such as US real GDP have featured prominently in policy debates. A key question is whether the large shocks to macroeconomic variables will have permanent effects—i.e., in econometric...

Persistent link: https://www.econbiz.de/10010900329

Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases With Application to Rating Dairy Margin Insurance

Bozic, Marin; Newton, John; Thraen, Cameron S.; Gould, … - Agricultural and Applied Economics Association - AAEA - 2014

We develop a new parametric bootstrap-based statistical test for presence of futures price and options-based implied …

Persistent link: https://www.econbiz.de/10011068726