Search Results - subject:"Randomization test"

Normal correlation coefficient of non-normal variables using piece-wise linear approximation

Kugiumtzis, Dimitris; Bora-Senta, Efthymia - In: Computational Statistics 25 (2010) 4, pp. 645-662

Persistent link: https://www.econbiz.de/10008775808

Hypothesis testing in econometrics

Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - In: Annual review of economics 2 (2010), pp. 75-104

Persistent link: https://www.econbiz.de/10008659710

A comparison of pre and post modern portfolio theory using resampling

Galloppo, Giuseppe - In: Global journal of business research : GJBR 4 (2010) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10003955402

Assessing the efficiency of hospitals operating under a unique owner : a DEA application in the presence of missing data

Aksezer, Caglar S.; Benneyan, James C. - In: International journal of services and operations management 7 (2010) 1, pp. 53-75

Persistent link: https://www.econbiz.de/10008647382

Development of standard error estimation methods in complex household sample surveys in Poland

Kordos, Jan; Zięba-Pietrzak, Agnieszka - In: Statistics in transition : an international journal of … 11 (2010) 2, pp. 231-252

Persistent link: https://www.econbiz.de/10009153592

Jackknife estimator for tracking error variance of optimal portfolios

Basak, Gopal Krishna; Jagannathan, Ravi; Ma, Tongshu - In: Management science : journal of the Institute for … 55 (2009) 6, pp. 990-1002

Persistent link: https://www.econbiz.de/10003865939

Two-Stage Nonparametric Regression for Longitudinal Data

Rodríguez Poo, Juan M.; Antón, Núñez; Alfredo, Vicente - Departamento de Economía Aplicada III (Econometría y … - 1999

develop a randomization test that is suitable for testing the group effects. Finally, we apply the estimation procedure, the … bandwidth selection criteria and the randomization test to the data from the Iowa Cochlear Implant Project. …

Persistent link: https://www.econbiz.de/10005518749

On the finite-sample accuracy of nonparametric resampling algorithms for economic time series

Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - 1999

Persistent link: https://www.econbiz.de/10001410057

On the Finite Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series

Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - 1999

In recent years, there has been increasing interest in nonparametric bootstrap inference for economic time series. Nonparametric resampling techniques help protect against overly optimistic inference in time series models of unknown structure. They are particularly useful for evaluating the fit...

Persistent link: https://www.econbiz.de/10014198030

On a projective resampling method for dimension reduction with multivariate responses

Li, Bing; Wen, Songqiao; Zhu, Lixing - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 1177-1186

Persistent link: https://www.econbiz.de/10003773448