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Packet reordering in networks with heavy-tailed delays

Lelarge, Marc - In: Computational Statistics 67 (2008) 2, pp. 341-371

An important characteristic of any TCP connection is the sequencing of packets within that connection. Out-of sequence packets indicate that the connection suffers from loss, duplication or reordering. More generally, in many distributed applications information integrity requires that data...

Persistent link: https://www.econbiz.de/10010759353

Testing for multiple change points

Antoch, Jaromír; Jarušková, Daniela - In: Computational Statistics 28 (2013) 5, pp. 2161-2183

In this paper we concentrate on testing for multiple changes in the mean of a series of independent random variables. Suggested method applies a maximum type test statistic. Our primary focus is on an effective calculation of critical values for very large sample sizes comprising (tens of)...

Persistent link: https://www.econbiz.de/10010998432

Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples

Wang, Lihong - In: Computational Statistics 55 (2002) 1, pp. 37-54

In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the convergence rate of these estimates are studied. Copyright...

Persistent link: https://www.econbiz.de/10010847531

Performance of derivative free search ANN training algorithm with time series and classification problems

Ahmed, Shamsuddin - In: Computational Statistics 28 (2013) 5, pp. 1881-1914

generation model from Fiji Islands and “L-T” letter recognition problems are solved. Bootstrap analysis shows that the algorithm …

Persistent link: https://www.econbiz.de/10010998486

Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples

Pérez-Rodríguez, Jorge; Andrada-Félix, Julián - In: Computational Statistics 28 (2013) 2, pp. 701-734

obtains the critical values for the finite sample distribution of the BDS test. We focus on bootstrap simulation to avoid the … experimental results. We consider an extensive grid of models to obtain critical values with the results of the bootstrap … regression models. Specifically, we estimate critical values by using a bootstrap aggregated neural network (BANN) and by …

Persistent link: https://www.econbiz.de/10010998511

Goodness-of-fit tests for a semiparametric model under random double truncation

Moreira, Carla; Uña-Álvarez, Jacobo; Keilegom, Ingrid - In: Computational Statistics 29 (2014) 5, pp. 1365-1379

Doubly truncated data are commonly encountered in areas like medicine, astronomy, economics, among others. A semiparametric estimator of a doubly truncated random variable may be computed based on a parametric specification of the distribution function of the truncation times. This...

Persistent link: https://www.econbiz.de/10010998519

Bootstrap prediction intervals in beta regressions

Espinheira, Patrícia; Ferrari, Silvia; Cribari-Neto, … - In: Computational Statistics 29 (2014) 5, pp. 1263-1277

> </EquationSource> </InlineEquation> (bias-corrected and accelerated) bootstrap prediction intervals. We present Monte Carlo evidence on …

Persistent link: https://www.econbiz.de/10010998523

The power of bootstrap tests of cointegration rank

Ahlgren, Niklas; Antell, Jan - In: Computational Statistics 28 (2013) 6, pp. 2719-2748

Bootstrap likelihood ratio tests of cointegration rank are commonly used because they tend to have rejection … estimation of the power function of the bootstrap test of cointegration rank. The bootstrap test is found to have a power … function close to that of the level-adjusted asymptotic test. The bootstrap test therefore estimates the level-adjusted power …

Persistent link: https://www.econbiz.de/10010847660

A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches

Liquet, Benoît; Saracco, Jérôme - In: Computational Statistics 27 (2012) 1, pp. 103-125

Persistent link: https://www.econbiz.de/10010847677

The exact bootstrap method shown on the example of the mean and variance estimation

Kisielinska, Joanna - In: Computational Statistics 28 (2013) 3, pp. 1061-1077

The bootstrap method is based on resampling of the original randomsample drawn from a population with an unknown … parameters or in testing hypotheses. We should stress that in the exact bootstrap method the entire space of resamples is used …. The comparison of the obtained distributions with the limit distributions confirmed the accuracy of the exact bootstrap …

Persistent link: https://www.econbiz.de/10010847838