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We consider theoretical bootstrap "coupling" techniques for nonparametric robust smoothers and quantile regression, and … verify the bootstrap improvement. To cope with curse of dimensionality, a variant of "coupling" bootstrap techniques are …. Our bootstrap method can be used in many situations like constructing con dence intervals and bands. We demonstrate the …
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coverage for small sample sizes, a simple bootstrap procedure is designed based on the leading term of the Bahadur … demonstrated that the bootstrap procedure considerably outperforms the asymptotic bands in terms of coverage accuracy. Finally, the … bootstrap confidence corridors are used to study the efficacy of the National Supported Work Demonstration, which is a …
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comparative quantitative Analysis. In this paper we propose a new bootstrap, or Monte Carlo, approach to such problems …. Traditional bootstrap methods in this context file based on fitting a process chosen from a wide but relatively conventional range …
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the residuals. Static and dynamic properties can be tested using both asymptotic and bootstrap methods. Our monte carlo … simulations suggest that bootstrap confidence intervals are far superior to aymptotic ones particularly when estimating … density estimation ; nonparametric least squares ; bootstrap inference ; monotonicity ; convexity …
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An extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single index parameter vector by a joint estimating equation. The proposed estimator is shown to be asymptotically normal. An iterative...
Persistent link: https://www.econbiz.de/10010225739