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with heterogeneous error distributions and is proven to hold asymptotically. In simulation studies factor based bootstrap …, factor based bootstrap approach is proposed for inferential issues in functional coefficient models. This approach can cope … inference outperforms the wild bootstrap and pairs bootstrap approach according to its size features. Regarding current account …
Persistent link: https://www.econbiz.de/10009429004
. Related computational issues are discussed, and some simulation results are presented. The procedures developed in the work …
Persistent link: https://www.econbiz.de/10009431108
The application of the bootstrap to spatially correlated data has not been studied as widely as its application to time … implementing the bootstrap method. Kunsch (1989), Politis and Romano(1993, Liu and Singh(1992) have suggested bootstrapping methods … this method by a simulation study. We will also show consistency and derive asymptotic distributional properties of the …
Persistent link: https://www.econbiz.de/10009431163
Poisson regression in a log-linear model. The third one is a nonparametric approach based on bootstrap percentile confidence … intervals. The fourth method is based on weighted least squares estimation with covariances.Simulation studies have been … computationally expensive and it has desirable Type I errors in most cases as well as good powers. The bootstrap-based method is the …
Persistent link: https://www.econbiz.de/10009431223
) estimation and by Huber Proposal 2 M-estimation. We also apply bootstrap methods to these Levene type tests and compare by … simulation these Levene type tests in terms of robustness and power. …
Persistent link: https://www.econbiz.de/10009431274
-order selection criteria (both information theoretic based and bootstrap-based). Also, we show that for some models the performance of … the bootstrap-based criterion improves significantly by using the proposed partial-model selection searching method. Index … Terms— Model order estimation, model selection, information theoretic criteria, bootstrap 1. INTRODUCTION Several model …
Persistent link: https://www.econbiz.de/10009438286
modelling to integrated Bayesian modelling using MCMC, via bootstrapping and stochastic simulation. It also covers a broad range … the classical paradigm, by investigating the best way to estimate bootstrap confidence limits on recreational harvest and …
Persistent link: https://www.econbiz.de/10009438291
estimator (CME), the bootstrap and the more recently proposed hook-and-loop resampling based model selection. The advantages and …
Persistent link: https://www.econbiz.de/10009438332
efficiency level of state-owned banks. The bootstrap approach demonstrates that the majority of estimates obtained in this study …
Persistent link: https://www.econbiz.de/10009457408
distribution is shown to be a scaled chi-quare distribution. Bootstrap and empirical likelihood based inferential methods for the … difference are proposed. We construct five confidence intervals for the difference between two pAUCs. Simulation studies are …
Persistent link: https://www.econbiz.de/10009463363