Search Results - subject:"bootstrap method"

Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data

Bacci, Silvia; Bartolucci, Francesco - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 262-272

skewness through a likelihood ratio statistic with p-value computed by using a parametric bootstrap method. The behavior of …

Persistent link: https://www.econbiz.de/10010871403

Bootstrap techniques for sensitivity analysis and model selection in building thermal performance analysis

Tian, Wei; Song, Jitian; Li, Zhanyong; de Wilde, Pieter - In: Applied Energy 135 (2014) C, pp. 320-328

energy consumption. This article explores the implementation of a distribution-free bootstrap method for these two purposes … prediction errors obtained from the bootstrap method can facilitate the selection of an appropriate building energy metamodel to …

Persistent link: https://www.econbiz.de/10011076466

Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis

Huang, Chao; Lin, Jin-Guan - In: Metrika 77 (2014) 7, pp. 867-894

through Bootstrap method. The asymptotic properties of the modified MSP estimators are discussed. Some simulations are … interval of VaR is also calculated through Bootstrap method. Finally, the results are compared with those derived by empirical …

Persistent link: https://www.econbiz.de/10010938229

Smoothed and iterated bootstrap confidence regions for parameter vectors

Ghosh, Santu; Polansky, Alan M. - In: Journal of Multivariate Analysis 132 (2014) C, pp. 171-182

percentile method ellipsoidal confidence region. The smoothed bootstrap method is based on a multivariate kernel density … cost of the iterated bootstrap method. Simulations demonstrate that the methods can be successfully applied in practice. …

Persistent link: https://www.econbiz.de/10010939512

Evaluating efficiency of international container shipping lines : a bootstrap DEA approach

Gutiérrez Moya, Ester; Lozano, Sebastián; Furió, Salvador - In: Maritime economics & logistics : a quarterly scientific … 16 (2014) 1, pp. 55-71

Persistent link: https://www.econbiz.de/10010255431

Testing cointegration relationship in a semiparametric varying coefficient model

Gu, Jingping; Liang, Zhongwen - In: Journal of econometrics 178 (2014) 1, pp. 57-70

Persistent link: https://www.econbiz.de/10010255469

Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators

Lee, Seojeong - In: Journal of econometrics 178 (2014) 1, pp. 389-413

Persistent link: https://www.econbiz.de/10010256211

Specification analysis of linear quantile models

Escanciano, J. C.; Goh, Chuan - In: Journal of econometrics 178 (2014) 1, pp. 495-507

Persistent link: https://www.econbiz.de/10010256888

Output gap and non-linear economic convergence

Beyaert, Arielle; García-Solanes, José - In: Journal of policy modeling : JPMOD ; a social science … 36 (2014) 1, pp. 121-135

Persistent link: https://www.econbiz.de/10010260080

Bias-correction in vector autoregressive models : a simulation study

Engsted, Tom; Pedersen, Thomas Q. - In: Econometrics : open access journal 2 (2014) 1, pp. 45-71

We analyze the properties of various methods for bias-correcting parameter estimates in both stationary and non-stationary vector autoregressive models. First, we show that two analytical bias formulas from the existing literature are in fact identical. Next, based on a detailed simulation...

Persistent link: https://www.econbiz.de/10010336196