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. 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
In this paper bootstrap confidence bands are constructed for nonparametric quantile estimates of regression functions … bootstrap approximation provides an improvement. The case of multidimensional and discrete regressor variables is dealt with …
Persistent link: https://www.econbiz.de/10011041950
Let (X1, Y1), . . ., (Xn, Yn) be i.i.d. rvs and let l(x) be the unknown p-quantile regression curve of Y on X. A quantile-smoother ln(x) is a localised, nonlinear estimator of l(x). The strong uniform consistency rate is established under general conditions. In many applications it is necessary...
Persistent link: https://www.econbiz.de/10005678022
unter allgemeinen Bedingungen etabliert. Die zweite Methode beruht auf der Bootstrap Resampling-Verfahren. Es ist bewiesen …, dass die Bootstrap-Approximation eine wesentliche Verbesserung ergibt. Der Fall von mehrdimensionalen und diskrete … method is based on the bootstrap resampling method. It is proved that the bootstrap approximation provides a substantial …
Persistent link: https://www.econbiz.de/10009467050
. 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 … respect to different education levels. -- Bootstrap ; Quantile Regression ; Confidence Bands ; Nonparametric Fitting ; Kernel …
Persistent link: https://www.econbiz.de/10003952788
. 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/10012966300
In this paper we develop procedures for performing inference in regression models about how potential policy interventions affect the entire marginal distribution of an outcome of interest. These policy interventions consist of either changes in the distribution of covariates related to the...
Persistent link: https://www.econbiz.de/10010288406
, 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
, 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/10008476278
We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data,...
Persistent link: https://www.econbiz.de/10010282420