Showing 1 - 10 of 219
our approach bootstrap fails in practice and theory. Instead, we propose a subsampling procedure with automatic parameter …
Persistent link: https://www.econbiz.de/10010477832
We propose a general bootstrap procedure to approximate the null distribution of nonparametric frequency domain tests … asymptotic validity of the proposed bootstrap procedure. We apply a version of this procedure together with a new statistic in …
Persistent link: https://www.econbiz.de/10003837761
Analyzing repeated difference tests aims in significance testing for differences as well as in estimating the mean discrimination ability of the consumers. In addition to the average success probability, the proportion of consumers that may detect the difference between two products and...
Persistent link: https://www.econbiz.de/10009770524
In this paper, we consider the problem of determining the optimal block size for a spatial subsampling method for spatial processes observed on regular grids. We derive expansions for the mean square error of the subsampling variance estimator, which yields an expression for the theoretical...
Persistent link: https://www.econbiz.de/10009770911
the various cases. Additionally consistency of a wild bootstrap version of the tests is established. In contrast to most …
Persistent link: https://www.econbiz.de/10009783010
Microarrays are part of a new class of biotechnologies which allow the monitoring of expression levels of thousands of genes simultaneously. In microarray data analysis, the comparison of gene-expression profiles with respect to different conditions and the selection of biologically interesting...
Persistent link: https://www.econbiz.de/10009770535
Microarrays are part of a new class of biotechnologies which allow the monitoring of expression levels of thousands of genes simultaneously. In microarray data analysis, the comparison of gene-expression profiles with respect to different conditions and the selection of biologically interesting...
Persistent link: https://www.econbiz.de/10009770912
In a recent paper Paparoditis (2000) proposed a new goodness-of-fit test for time series models based on spectral density estimation. The test statistic is based on the distance between a kernel estimator of the ratio of the true and the hypothesized spectral density and the expected value of...
Persistent link: https://www.econbiz.de/10009775974
Persistent link: https://www.econbiz.de/10002141512
improve upon asymptotic control limits (critical values), we study the bootstrap and establish its a.s. consistency for fixed … alternatives. Simulations indicate that the bootstrap control chart works very well. …
Persistent link: https://www.econbiz.de/10003309053