bootstrap methods. Specifically, since standard wild bootstrap procedures deliver inconsistent inference, we propose a local … Gaussian (LG) bootstrap, establish its first‐order asymptotic validity, and use Edgeworth expansions to show that the LG … bootstrap inference achieves second‐order asymptotic refinements. Moreover, we provide new Laplace transform‐based estimators of …

This paper is aimed at presenting application of bootstrap interval estimation methods to the assessment of financial … investment’s effectiveness and risk. At first, we give an overview of various methods of bootstrap confidence interval estimation …, i.e. bootstrap-t interval, percentile interval and BCa interval. Then, bootstrap confidence interval estimation methods …

under are highly nonstandard due to the inherent irregular natures of the problem, and then construct bootstrap critical …

dimensions in a general time series setting. We propose a novel bootstrap method in this nonstandard context and show that it …

sample properties of permutation and bootstrap testing procedures in an extensive simulation study. Finally, we analyze a …

estimate of the bias is asymptotically linear. It is also shown that bootstrap, jackknife, and analytical bias estimates are … estimators the straightforward bootstrap bias correction gives the same higher-order variance as more complicated analytical or …

Objective: The objective of the article is to investigate two issues. First, whether the Islamic bond (sukuk) ratings … (EGLS) regression for two samples (from Indonesia and Malaysia) spanning two years, 2015-2016, for all variables, except for … effect of sukuk ratings on stock returns are significantly present in Malaysia but not in Indonesia, while the positive and …