samples are repeated until a criterion for stopping is satisfied. In this paper we propose bootstrap tests as criterion for …

inference on the local time and its expectation. Both for the stationary and nonstationary time series, the spatial …

have only weak explanatory power. We propose bootstrap aggregation of pre-test predictors (or bagging for short) as a means …

distribution shows that the bootstrap reduces the size distortion. We compute power curves for tests on the autocorrelation … results from applying the bootstrap …

-sectional units, which may be obtained through the standard bootstrap method. Consequently, we may conveniently use various …

A new approach for Robust DEA technical efficiency measurements is presented, based on a combination of Jackknife and … Bootstrap resampling schemes. First, an algorithm implementing jackknife is used to extract leverage for all data points, that …, Bootstrap resampling is implemented, taking into account leverage information. This approach proved to be robust to the presence …

approximated by a bootstrap procedure. The asymptotic validity of bootstrap is shown and performance of the testing procedure is …