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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
transmission modelling framework. In addressing this issue, this paper introduces and applies parametric bootstrap techniques to … alternative asymmetric price transmission models under various error and sample size conditions. The results of the bootstrap … simulations indicate that model selection performance depends on bootstrap sample size and the amount of noise in the data …
Persistent link: https://www.econbiz.de/10011222433
Fay–Herriot model. Furthermore, three bootstrap-corrected variants of AIC and of KIC are proposed. The performance of the …
Persistent link: https://www.econbiz.de/10011056609
principles related to the expectation maximization (EM) algorithm and bootstrap methods. We formulate the criteria for three …
Persistent link: https://www.econbiz.de/10009466074
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maximization of log-likelihood with Cp, AIC, and BIC penalties, bootstrap and cross-validation error estimation, and coefficient …
Persistent link: https://www.econbiz.de/10005459170
have only weak explanatory power. We propose bootstrap aggregation of pre-test predictors (or bagging for short) as a means …
Persistent link: https://www.econbiz.de/10005342193
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