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Biological reference points for managing kingfish, Scomberomorus commerson, in Oman
Siddeek, M.S.M.; Al-Hosni, A.H.S. - In: Naga 21 (1998) 4, pp. 32-36
Persistent link: https://www.econbiz.de/10010852079
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A procedure for generating bootstrap samples for the validation of nonlinear mixed-effects population models
Parke, J.; Holford, N. H. G.; Charles, B. G. - 1999
A method is presented for automated preparation of bootstrap data samples and their presentation to NONMEM for use in … numbers of subjects. The bootstrap sampling procedure involves the use of an MS-DOS batch file and a script file for use with …. The method can easily be adapted to bootstrap sampling requirements in other biomedical modelling applications. (C) 1999 …
Persistent link: https://www.econbiz.de/10009448194
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Perspectives: Uncertainty in the Management of Fisheries: Contradictory Implications and a New Approach
Holland, Daniel S.; Herrera, Guillermo E. - 2009
Fisheries management is complicated in nearly all cases by various types of uncertainty. Numerous economics and … fisheries science publications prescribe adjustments to harvest strategies and regulations in the face of uncertainty. The … difficult to implement. In this article, we summarize and compare the conclusions of economists, ecologists, and fisheries …
Persistent link: https://www.econbiz.de/10009446063
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Economically optimal management strategies for the South Georgia Patagonian toothfish fishery
Hoshino, Eriko; Hillary, Richard M. - Australian Agricultural and Resource Economics Society … - 2011
Ocean is a profitable operation targeting a high-value, slow-growing species. We substituted the complex Bayesian age … management strategy. The article also discusses the applicability of this approach to the Australian sub-Antarctic fisheries …
Persistent link: https://www.econbiz.de/10008853510
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Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions
Grabowski, Daniel; Staszewska-Bystrova, Anna - 2018
investigated. The methods are based on a bootstrap algorithm that adjusts mean and skewness of the bootstrap distribution of the …
Persistent link: https://www.econbiz.de/10011892095
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Transmission of business cycle shocks between the US and the euro area
Fenz, Gerhard; Schneider, Martin - 2008
We analyze the transmission of structural shocks between the US and the euro area within a two-country VAR framework. For that purpose, we simultaneously identify cost-push, demand and monetary policy shocks for both countries using sign restrictions. Our results show that domestic shocks...
Persistent link: https://www.econbiz.de/10013370062
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Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
Grabowski, Daniel; Staszewska-Bystrova, Anna; Winker, Peter - 2018
investigated. The methods are based on a bootstrap algorithm that adjusts mean and skewness of the bootstrap distribution of the …
Persistent link: https://www.econbiz.de/10011806703
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Evaluating Implied RNDs by some New Confidence Interval Estimation Techniques
Andersson, Magnus; Lomakka, Magnus - 2003
method (SPLINE) for estimating risk-neutral distributions (RNDs) from observed option prices. By using a bootstrap technique … Carlo methods. We argue that the bootstrap technique is to be preferred due to the non-normality of the error structure. Our …
Persistent link: https://www.econbiz.de/10010321351
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The use of the bootstrap method for the assessment of investment effectiveness and risk : the case of confidence intervals estimation for the Sharpe ratio and TailVaR
Klaudia, Jarno; Łukasz, Smaga - In: Journal of banking and financial economics 1 (2020) 13, pp. 40-50
This paper is aimed at presenting application of bootstrap interval estimation methods to the assessment of financial … investment’s effectiveness and risk. At first, we give an overview of various methods of bootstrap confidence interval estimation …, i.e. bootstrap-t interval, percentile interval and BCa interval. Then, bootstrap confidence interval estimation methods …
Persistent link: https://www.econbiz.de/10012887711
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Evaluating implied RNDs by some new confidence interval estimation techniques
Andersson, Magnus; Lomakka, Magnus - 2003
method (SPLINE) for estimating risk-neutral distributions (RNDs) from observed option prices. By using a bootstrap technique … Carlo methods. We argue that the bootstrap technique is to be preferred due to the non-normality of the error structure. Our …
Persistent link: https://www.econbiz.de/10011585327