Showing 1 - 10 of 14
This study considers the theoretical bootstrap “coupling” techniques for nonparametric robust smoothers and quantile … regression, and we verify the bootstrap improvement. To handle the curse of dimensionality, a variant of “coupling” bootstrap … bootstrap method can be used in many situations such as constructing confidence intervals and bands. We demonstrate the …
Persistent link: https://www.econbiz.de/10011189579
In this paper bootstrap confidence bands are constructed for nonparametric quantile estimates of regression functions … bootstrap approximation provides an improvement. The case of multidimensional and discrete regressor variables is dealt with …
Persistent link: https://www.econbiz.de/10011041950
statistics Hn and its bootstrap version Hn∗, without stipulating the existence of weak limits. As one possible application we …
Persistent link: https://www.econbiz.de/10011041981
analysis of copula processes and appropriate bootstrap approximations in the setting of sequentially dependent data. One …
Persistent link: https://www.econbiz.de/10011041995
In this study, a more general single-index regression model was presented to characterize the relationship between a dichotomous response and covariates of interest. With M-phase (M≥2) case-control data supplemented by information on a response and certain covariates, we propose a pseudo...
Persistent link: https://www.econbiz.de/10011042005
statistical properties of empirical perpetuities, including the behaviour of bootstrap confidence regions. …
Persistent link: https://www.econbiz.de/10005221457
a two-step subsample bootstrap method. This method adaptively determines the sample fraction that minimizes the …
Persistent link: https://www.econbiz.de/10005199400
This article considers a weighted bootstrap method to approximate the distribution of the maximal deviatiBootstrap … established. Furthermore, simulation studies show that, depending on the choice of the weights, the proposed weighted bootstrap …) original bootstrap. …
Persistent link: https://www.econbiz.de/10010594235
We consider testing for discontinuities in a trend function when the residual process exhibits long memory. Using a wavelet decomposition of the estimated trend function into a low-resolution and a high-resolution component, a test statistic is proposed based on blockwise resampling of estimated...
Persistent link: https://www.econbiz.de/10010572292
certain parametric bootstrap methods in order to determine critical values of the tests. …
Persistent link: https://www.econbiz.de/10010572309