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A bootstrap approach to model checking for linear models under length-biased data
Ojeda, J.; Cristóbal, J.; Alcalá, J. - In: Annals of the Institute of Statistical Mathematics 60 (2008) 3, pp. 519-543
Persistent link: https://www.econbiz.de/10005616217
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On bootstrap estimation of the distribution of the studentized mean
Hall, Peter; LePage, Raoul - In: Annals of the Institute of Statistical Mathematics 48 (1996) 3, pp. 403-421
Persistent link: https://www.econbiz.de/10005169274
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Goodness-of-fit test for copulas
Panchenko, Valentyn - In: Physica A: Statistical Mechanics and its Applications 355 (2005) 1, pp. 176-182
Copulas are often used in finance to characterize the dependence between assets. However, a choice of the functional form for the copula is an open question in the literature. This paper develops a goodness-of-fit test for copulas based on positive definite bilinear forms. The suggested test...
Persistent link: https://www.econbiz.de/10010589678
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Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
Cysneiros, Audrey; Rodrigues, Katya; Cordeiro, Gauss; … - In: Statistical Papers 51 (2010) 2, pp. 273-284
Persistent link: https://www.econbiz.de/10008456167
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APPLICATION OF THE EMPIRICAL LIKELIHOOD METHOD IN PROPORTIONAL HAZARDS MODEL
He, Bin - 2007
In survival analysis, proportional hazards model is the most commonly used and the Cox model is the most popular. These models are developed to facilitate statistical analysis frequently encountered in medical research or reliability studies. In analyzing real data sets, checking the validity of...
Persistent link: https://www.econbiz.de/10009431108
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Bootstrapping of Spatially Correlated Data
Agarwal, Prasheen Kumar - 2003
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
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New Methods using Levene Type Tests for Hypotheses about Dispersion Differences
Liu, Xiaoni - 2006
) estimation and by Huber Proposal 2 M-estimation. We also apply bootstrap methods to these Levene type tests and compare by …
Persistent link: https://www.econbiz.de/10009431274
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Improving the performance of model-order selection criteria by partial-model selection search
Alkhaldi, Weaam; Iskander, D. Robert; Zoubir, Abdelhak M. - 2010
-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
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Avaliação da evolução da eficiência e da produtividade em transplantes de órgãos no Brasil
Marinho, Alexandre - 2025
(DEA) and the Malmquist Index in conjunction with the Bootstrap technique, using organ transplantation data from 2013-2021. …
Persistent link: https://www.econbiz.de/10015210009
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Accurate Value-at-Risk Forecasting Based on the (good old) Normal-GARCH Model
Hartz, Christoph; Mittnik, Stefan; Paolella, Marc S. - Institut für Schweizerisches Bankwesen <Zürich> - 2006
A resampling method based on the bootstrap and a bias-correction step is developed for improving the Value-at-Risk (VaR …
Persistent link: https://www.econbiz.de/10005858360