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Persistent link: https://www.econbiz.de/10009790527
determined with a permutation procedure and a parametric bootstrap in the testsfor serial independence and linearity …
Persistent link: https://www.econbiz.de/10011317443
In this paper, we consider the problem of determining the optimal block size for a spatial subsampling method for spatial processes observed on regular grids. We derive expansions for the mean square error of the subsampling variance estimator, which yields an expression for the theoretical...
Persistent link: https://www.econbiz.de/10009770911
. 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/10010270724
, 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/10010270732
method to obtain a uniform confidence band and show that the bootstrap can be used to obtain the required critical values …
Persistent link: https://www.econbiz.de/10010292807
our approach bootstrap fails in practice and theory. Instead, we propose a subsampling procedure with automatic parameter …
Persistent link: https://www.econbiz.de/10010306253
Often socio-economic variables are measured on a discrete scale or rounded to protect confidentiality. Nevertheless, when exploring the effect of a relevant covariate on the whole outcome distribution of a discrete response variable, virtually all common quantile regression methods require the...
Persistent link: https://www.econbiz.de/10010325868
analysis output scores on nondiscretionary variables, both using Tobit and a single and double bootstrap procedure, we show …
Persistent link: https://www.econbiz.de/10011604540
to obtain a uniform confidence band and show that the bootstrap can be used to obtain the required critical values. Monte …
Persistent link: https://www.econbiz.de/10010288414