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  • Search: subject:"percentile method"
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Year of publication
Subject
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percentile method 2 Bandwidth matrix 1 Bootstrap approach 1 Bootstrap percentile method 1 Bootstrap percentile-t method 1 Bootstrap-Verfahren 1 Edgeworth expansion 1 Elemental percentile method 1 Estimation 1 Estimation theory 1 Gibbs sampling 1 Iterated bootstrap method 1 Monte Carlo method 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Pareto distribution 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Schätzung 1 Smooth function model 1 autoregression 1 base inflation 1 bootstrap 1 confidence interval 1 confidence intervals for quantile 1 exact bootstrap method 1 exact percentile method 1 exclusion method 1 extreme value distribution 1 generalised pareto distribution 1 generalized Pareto distribution 1 maximum likelihood 1 moving average 1 peaks over threshold 1 prediction interval 1 probability-weighted moments 1 quantile estimation 1 standard deviation trimmed method 1 trimmed means method 1
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Online availability
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Free 3 Undetermined 2 CC license 1
Type of publication
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Article 4 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 3 English 1 Romanian 1
Author
All
Bermudez, P. Zea 1 Cara, Elena 1 Ghosh, Santu 1 Hall, Peter 1 Kisielińska, Joanna 1 Partachi, Ion 1 Peng, Liang 1 Polansky, Alan M. 1 Turkman, M. 1 Yao, Qiwei 1
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Institution
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London School of Economics (LSE) 1
Published in...
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Journal of Multivariate Analysis 1 LSE Research Online Documents on Economics 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Theoretical and Applied Economics 1
Source
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RePEc 4 ECONIS (ZBW) 1
Showing 1 - 5 of 5
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Estimation of quantiles with the exact bootstrap method
Kisielińska, Joanna - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 145-165
were constructed using the exact percentile method. It has been shown that if the estimator is based on a single order … no need to resample. The intervals determined by the exact percentile method were compared with those constructed using …
Persistent link: https://www.econbiz.de/10015125417
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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
promise in solving this problem, but empirical evidence often indicates that the bootstrap percentile method has difficulty in … percentile method ellipsoidal confidence region. The smoothed bootstrap method is based on a multivariate kernel density … the bootstrap percentile method. We also provide an analytical adjustment to the nominal level to reduce the computational …
Persistent link: https://www.econbiz.de/10010939512
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Statistical Methods for Base Inflation Calculation
Partachi, Ion; Cara, Elena - In: Theoretical and Applied Economics 2(507) (2007) 2(507), pp. 65-72
statistical analysis, in particular: exclusion method, trimmed means method, standard deviation trimmed means method, percentile … method. …
Persistent link: https://www.econbiz.de/10005087796
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Moving-maximum models for extrema of time series
Hall, Peter; Peng, Liang; Yao, Qiwei - London School of Economics (LSE) - 2002
We discuss moving-maximum models, based on weighted maxima of independent random variables, for extreme values from a time series. The models encompass a range of stochastic processes that are of interest in the context of extreme-value data. We show that a stationary stochastic process whose...
Persistent link: https://www.econbiz.de/10011126665
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Bayesian approach to parameter estimation of the generalized pareto distribution
Bermudez, P. Zea; Turkman, M. - In: TEST: An Official Journal of the Spanish Society of … 12 (2003) 1, pp. 259-277
Persistent link: https://www.econbiz.de/10005390630
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