Showing 1 - 10 of 176
coverage for small sample sizes, a simple bootstrap procedure is designed based on the leading term of the Bahadur … demonstrated that the bootstrap procedure considerably outperforms the asymptotic bands in terms of coverage accuracy. Finally, the … bootstrap confidence corridors are used to study the efficacy of the National Supported Work Demonstration, which is a …
Persistent link: https://www.econbiz.de/10010772306
In this paper we analyse bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic … the bootstrap test procedures are derived and their small sample properties are studied. The simulation study also …
Persistent link: https://www.econbiz.de/10005207940
the two sample inference for FPCA and develop two sample theory. We propose bootstrap tests for testing the equality of …
Persistent link: https://www.econbiz.de/10005677915
, as an alternative to the asymptotic approach, we propose a bootstrap confidence band. The developed theory is helpful for …
Persistent link: https://www.econbiz.de/10008476278
. The method is based on the bootstrap, where resampling is done from a suitably estimated empirical density function (edf … distribution is logarithmically slow. It is proved that the bootstrap approximation provides a substantial improvement. The case of …
Persistent link: https://www.econbiz.de/10008476279
We consider theoretical bootstrap \coupling" techniques for nonparametric robust smoothers and quantile regression, and … verify the bootstrap improvement. To cope with curse of dimensionality, a variant of \coupling" bootstrap techniques are …. Our bootstrap method can be used in many situations like constructing condence intervals and bands. We demonstrate the …
Persistent link: https://www.econbiz.de/10010701762
This paper proposes a test for missing at random (MAR). The MAR assumption is shown to be testable given instrumental variables which are independent of response given potential outcomes. A nonparametric testing procedure based on integrated squared distance is proposed. The statistic’s...
Persistent link: https://www.econbiz.de/10011212947
To evaluate how occurring critical incidents change customer perceptions of brand personality, this study measures the impact on the basis of an online experiment. For this purpose, 1,132 usable responses are gathered considering the smartphone brands of Apple and Nokia as well as different...
Persistent link: https://www.econbiz.de/10010607135
To explore how occurring critical incidents affect customer-brand relations, this study measures the impact on the basis of an online experiment. For this purpose, 1,122 usable responses are gathered considering the smartphone brands of Apple and Nokia as well as different scenarios. The...
Persistent link: https://www.econbiz.de/10011277261
This paper considers estimation and inference for varying-coefficient models with nonstationary regressors. We propose a nonparametric estimation method using penalized splines, which achieves the same optimal convergence rate as kernel-based methods, but enjoys computation advantages. Utilizing...
Persistent link: https://www.econbiz.de/10011277263