Showing 1 - 10 of 14
statistical properties of empirical perpetuities, including the behaviour of bootstrap confidence regions. …
Persistent link: https://www.econbiz.de/10005221457
In this paper, we provide a nonparametric estimator of the distribution of bivariate censored lifetimes, in a model where the two censoring variables differ only through an additional observed variable. This situation is motivated by a particular application to insurance, where the supplementary...
Persistent link: https://www.econbiz.de/10010608113
This article considers a weighted bootstrap method to approximate the distribution of the maximal deviatiBootstrap … established. Furthermore, simulation studies show that, depending on the choice of the weights, the proposed weighted bootstrap …) original bootstrap. …
Persistent link: https://www.econbiz.de/10010594235
can be formulated in terms of these quantities. Therefore, consistent bootstrap methods for U- and V-statistics can be …-statistics of weakly dependent random variables. As our main contribution, we propose a new model-free bootstrap method for U- and V …-statistics of dependent random variables. Our method is a modification of the dependent wild bootstrap recently proposed by Shao [X …
Persistent link: https://www.econbiz.de/10010665712
simulation study is performed, in which a bootstrap method is also considered. Finally, a real data analysis is conducted for …
Persistent link: https://www.econbiz.de/10010665717
The aim of this paper is to introduce a general bootstrap by exchangeable weight random variables for empirical …
Persistent link: https://www.econbiz.de/10010665724
We consider testing for discontinuities in a trend function when the residual process exhibits long memory. Using a wavelet decomposition of the estimated trend function into a low-resolution and a high-resolution component, a test statistic is proposed based on blockwise resampling of estimated...
Persistent link: https://www.econbiz.de/10010572292
certain parametric bootstrap methods in order to determine critical values of the tests. …
Persistent link: https://www.econbiz.de/10010572309
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
statistics Hn and its bootstrap version Hn∗, without stipulating the existence of weak limits. As one possible application we …
Persistent link: https://www.econbiz.de/10011041981