Search Results - subject:"bootstrap resampling"

Using big data from Customer Relationship Management information systems to determine the client profile in the hotel sector

Talón-Ballestero, Pilar; González-Serrano, Lydia; … - In: Tourism management : research, policies, practice 68 (2018), pp. 187-197

Persistent link: https://www.econbiz.de/10011871110

Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices

Xu, Li-Wen - In: Journal of Multivariate Analysis 133 (2015) C, pp. 291-303

In this article, we propose a parametric bootstrap (PB) test for testing main, simple and interaction effects in heteroscedastic two-way MANOVA models under multivariate normality. The PB test is shown to be invariant under permutation-transformations, and affine-transformations, respectively....

Persistent link: https://www.econbiz.de/10011116252

Essays on asset allocation strategies for defined contribution plans

Basu, Anup K. - 2008

Asset allocation is the most influential factor driving investment performance. While researchers have made substantial progress in the field of asset allocation since the introduction of mean-variance framework by Markowitz, there is little agreement about appropriate portfolio choice for...

Persistent link: https://www.econbiz.de/10009437693

Modeling Nonlinear Monthly Evapotranspiration Using Soft Computing and Data Reconstruction Techniques

Kim, Sungwon; Singh, Vijay; Seo, Youngmin; Kim, Hung - In: Water Resources Management 28 (2014) 1, pp. 185-206

results of GRNN-GA for modeling monthly CIMIS ET<Subscript>o</Subscript>. Two bootstrap resampling methods are implemented to … reconstruct the training data. Method 1 (1-BGRNN-GA) employs simple extensions of training data using the bootstrap resampling … method. For each training data, method 2 (2-BGRNN-GA) uses individual bootstrap resampling of original training data. Results …

Persistent link: https://www.econbiz.de/10010997446

Evaluating Variance of the Model Credibility Index

Xiao, Yan - 2007

estimation of the model credibility index involves a bootstrap resampling technique. To assess the consistency of the estimator …

Persistent link: https://www.econbiz.de/10009463415

A parametric bootstrap approach for two-way ANOVA in presence of possible interactions with unequal variances

Xu, Li-Wen; Yang, Fang-Qin; Abula, Aji’erguli; Qin, Shuang - In: Journal of Multivariate Analysis 115 (2013) C, pp. 172-180

In this article we consider the Two-Way ANOVA model with unequal cell frequencies without the assumption of equal error variances. For the problem of testing no interaction effects and equal main effects, we propose a parametric bootstrap (PB) approach and compare it with existing the...

Persistent link: https://www.econbiz.de/10010608100

Inference on the probability P(T1<T2) as a measurement of treatment effect under a density ratio model and random censoring

Jiang, Shan; Tu, Dongsheng - In: Computational Statistics & Data Analysis 56 (2012) 5, pp. 1069-1078

confidence intervals are also derived based on the bootstrap resampling. The assessment on the goodness of fit of the density …

Persistent link: https://www.econbiz.de/10010871358

Confidence interval construction for disease prevalence based on partial validation series

Tang, Man-Lai; Qiu, Shi-Fang; Poon, Wai-Yin - In: Computational Statistics & Data Analysis 56 (2012) 5, pp. 1200-1220

It is desirable to estimate disease prevalence based on data collected by a gold standard test, but such a test is often limited due to cost and ethical considerations. Data with partial validation series thus become an alternative. The construction of confidence intervals for disease prevalence...

Persistent link: https://www.econbiz.de/10010574468

Discussion of “An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models” by F. Battaglia and M. K. Protopapas

Mudelsee, M. - In: Statistical Methods and Applications 21 (2012) 3, pp. 341-346

The paper by Battaglia and Protopapas (Stat Method Appl 2012) is stimulating. It gives an elegant mathematical generalization of autoregressive models (the nine types). It explains state-of-the-art model fitting techniques (genetic algorithm combined with fitness function and least squares). It...

Persistent link: https://www.econbiz.de/10010998691

Discriminatory vs Uniform Price Auction: Auction Revenue

Ryu, Keunkwan; Kim, Gyung-Rok; Oh, Seonghwan - Econometric Society - 2004

revenue differences. To test significance of the auction revenue differences, we use Bootstrap re-sampling methods where …

Persistent link: https://www.econbiz.de/10005342340