Showing 1 - 10 of 62
Persistent link: https://www.econbiz.de/10010946433
The existing theory of the wild bootstrap has focused on linear estimators. In this note, we broaden its validity by providing a class of weight distributions that is asymptotically valid for quantile regression estimators. As most weight distributions in the literature lead to biased variance...
Persistent link: https://www.econbiz.de/10010613168
Persistent link: https://www.econbiz.de/10008784162
Persistent link: https://www.econbiz.de/10008328400
Persistent link: https://www.econbiz.de/10010028406
The growth curve model is a useful tool for studying the growth problems, repeated measurements and longitudinal data. A key point using the growth curve model to fit data is determining the degree of polynomial profile form, choosing suitable explanatory variables, shrinking some regression...
Persistent link: https://www.econbiz.de/10010737762
Persistent link: https://www.econbiz.de/10010947224
Persistent link: https://www.econbiz.de/10010948489
In this paper, we propose a framework of outer product least squares for covariance (COPLS) to directly estimate covariance in the growth curve model based on an analogy, between the outer product of a data vector and covariance of a random vector, and the ordinary least squares technique. The...
Persistent link: https://www.econbiz.de/10011042017
Persistent link: https://www.econbiz.de/10006604441