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  • Search: subject:"empirical bootstrap"
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Year of publication
Subject
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Bootstrap approach 6 Bootstrap-Verfahren 6 Many moment inequalities 6 moderate deviation 5 multiplier and empirical bootstrap 5 non-asymptotic bound 5 self-normalized sum 5 Multiplier 4 Multiplikator 4 Theorie 4 Theory 4 Statistical test 3 Statistischer Test 3 Estimation theory 2 Gaussian approximation 2 Method of moments 2 Momentenmethode 2 Schätztheorie 2 coupling 2 empirical bootstrap process 2 empirical process 2 multiplier bootstrap process 2 supremum 2 Discrete choice 1 Diskrete Entscheidung 1 Econometrics 1 Empirical method 1 Empirische Methode 1 Estimation 1 Loss 1 Market structure 1 Marktstruktur 1 Moderate deviation 1 Multiplier and empirical bootstrap 1 Non-asymptotic bound 1 Pickands-Balkema-de Haan theorem 1 Probability theory 1 Regression analysis 1 Regressionsanalyse 1 Risikomaß 1
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Online availability
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Free 7 Undetermined 2
Type of publication
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Book / Working Paper 7 Article 2
Type of publication (narrower categories)
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Working Paper 7 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 9
Author
All
Chernozhukov, Victor 7 Chetverikov, Denis 7 Kato, Kengo 7 Mitic, Peter 1 Četverikov, Denis N. 1
Published in...
All
CEMMAP working papers / Centre for Microdata Methods and Practice 4 cemmap working paper 3 The journal of operational risk 1 The review of economic studies : RES 1
Source
All
ECONIS (ZBW) 6 EconStor 3
Showing 1 - 9 of 9
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Credible value-at-risk
Mitic, Peter - In: The journal of operational risk 18 (2023) 4, pp. 33-70
Persistent link: https://www.econbiz.de/10014490183
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Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2016
We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly unbounded VC-type class of functions by the suprema of the Gaussian and bootstrap processes. The bounds of these approximations are non-asymptotic, which allows us to work with classes of...
Persistent link: https://www.econbiz.de/10011524717
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Testing many moment inequalities
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2016 - This version: September 10, 2015
This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n. There are variety of economic applications where the problem of testing many moment in- equalities appears; a notable...
Persistent link: https://www.econbiz.de/10011525823
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Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2016
We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly unbounded VC-type class of functions by the suprema of the Gaussian and bootstrap processes. The bounds of these approximations are non-asymptotic, which allows us to work with classes of...
Persistent link: https://www.econbiz.de/10011594347
Saved in:
Cover Image
Testing many moment inequalities
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2016
This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n. There are variety of economic applications where the problem of testing many moment in- equalities appears; a notable...
Persistent link: https://www.econbiz.de/10011594352
Saved in:
Cover Image
Testing many moment inequalities
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2014 - This version: December 16, 2014
This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n. There are a variety of economic applications where the problem of testing many moment in- equalities appears; a notable...
Persistent link: https://www.econbiz.de/10010459258
Saved in:
Cover Image
Testing many moment inequalities
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2014
This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n. There are a variety of economic applications where the problem of testing many moment in- equalities appears; a notable...
Persistent link: https://www.econbiz.de/10011445706
Saved in:
Cover Image
Inference on causal and structural parameters using many moment inequalities
Chernozhukov, Victor; Četverikov, Denis N.; Kato, Kengo - In: The review of economic studies : RES 86 (2019) 5, pp. 1867-1900
Persistent link: https://www.econbiz.de/10012111907
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Testing regression monotonicity in econometric models
Chetverikov, Denis - 2012
Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical analysis. This paper develops a general nonparametric...
Persistent link: https://www.econbiz.de/10009667989
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