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, factor based bootstrap approach is proposed for inferential issues in functional coefficient models. This approach can cope … with heterogeneous error distributions and is proven to hold asymptotically. In simulation studies factor based bootstrap … inference outperforms the wild bootstrap and pairs bootstrap approach according to its size features. Regarding current account …
Persistent link: https://www.econbiz.de/10009429004
. In this work, we use empirical likelihood (Owen, 1988) approach to construct goodness-of-fit test and provide estimates …
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 …
Persistent link: https://www.econbiz.de/10009431163
test, including four procedures, based on the use of pairwise sequence distances. The first is based on ANOVA two-way model … Poisson regression in a log-linear model. The third one is a nonparametric approach based on bootstrap percentile confidence … conducted to compare Type I errors and powers between the likelihood version of test and the first three proposed methods. The …
Persistent link: https://www.econbiz.de/10009431223
-normality. Levene type tests are well known to be robust tests for equality of scale for the one-way design; the current standard test … uses the ANOVA F test on absolute deviations from the sample medians. We first develop a new modified version of the … standard Levene test that improves its null performance and power. Applying the Box-Anderson correction to the ANOVA F test …
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
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 …
Persistent link: https://www.econbiz.de/10009463363