Search Results - subject:"non- parametric bootstrap"

Construction d'intervalles de confiance et relecture du passé avec le modèle Mésange

Bourgeois, Alexandre; Favetto, Benjamin - 2024

Persistent link: https://www.econbiz.de/10014525894

Tail risk spillover of commodity futures markets

Ren, Xiaohang; Xiao, Shitong; Zhang, Wenxin; Sun, Xianming - In: Accounting and finance 65 (2025) 1, pp. 109-141

Persistent link: https://www.econbiz.de/10015387000

Causality between GDP, Energy and Coal Consumption in India, 1970-2011: A Non-parametric Bootstrap Approach

Anhal, Rohin - In: International Journal of Energy Economics and Policy 3 (2013) 4, pp. 434-434

coal consumption on the other in India, for the period from 1970 to 2011. The methodology adopted is the non-parametric … bootstrap procedure, which is used to construct the critical values for the hypothesis of causality. The results of the …

Persistent link: https://www.econbiz.de/10010701190

Causality between GDP, energy and coal consumption in India, 1970-2011 : a non-parametric bootstrap approach

Anhal, Rohin - In: International Journal of Energy Economics and Policy : IJEEP 3 (2013) 4, pp. 434-446

Persistent link: https://www.econbiz.de/10010233904

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

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 … parametric bootstrap which uses these first four moments implicitly. We will introduce it as the parametric bootstrap considering …

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

Bootstrap for estimating the MSE of the Spatial EBLUP

Molina, Isabel; Salvati, Nicola; Pratesi, Monica - In: Computational Statistics 24 (2009) 3, pp. 441-458

Persistent link: https://www.econbiz.de/10005029233

Testing for Associations with Missing High-Dimensional Categorical Covariates

Schumi, Jennifer; DiRienzo, A. Gregory; DeGruttola, Victor - In: International Journal of Biostatistics 4 (2008) 1, pp. 1102-1102

Understanding how long-term clinical outcomes relate to short-term response to therapy is an important topic of research with a variety of applications. In HIV, early measures of viral RNA levels are known to be a strong prognostic indicator of future viral load response. However, mutations...

Persistent link: https://www.econbiz.de/10005246575

Computationally Efficient Double Bootstrap Variance Estimation

Karlsson, Sune; Löthgren, Mickael - Economics Institute for Research (SIR), … - 1997

The double bootstrap provides a useful tool for bootstrapping approximately pivotal quantities by using an "inner" bootstrap loop to estimate the variance. When the estimators are computationally intensive, the double bootstrap may become infeasible. We propose the use of a new variance...

Persistent link: https://www.econbiz.de/10005651513

Bootstrapping pairs in Distance-Based Regression

Val, Eva Boj del; Bielsa, M. Mercedes Claramunt; … - Facultat d'Economia i Empresa, Universitat de Barcelona - 2006

problem, by defining generalized test statistics and adapting a non-parametric bootstrap method to estimate their p-values. We …

Persistent link: https://www.econbiz.de/10005176406

A graphical method for assessing multivariate normality

Holgersson, H. - In: Computational Statistics 21 (2006) 1, pp. 141-149

Persistent link: https://www.econbiz.de/10005184308