look at the problem of calibrating financial models, measuring the model uncertainty of a claim and choosing an optimal … uncertainty. Using the framework for market risk measures we propose axioms for new classes of model uncertainty measures. Similar … to the market risk case, we prove representation theorems for coherent and convex model uncertainty measures. Example …

-order selection criteria (both information theoretic based and bootstrap-based). Also, we show that for some models the performance of … the bootstrap-based criterion improves significantly by using the proposed partial-model selection searching method. Index … Terms— Model order estimation, model selection, information theoretic criteria, bootstrap 1. INTRODUCTION Several model …

management.The second chapter (Hoyle and Cameron 2003, published in Fisheries Management and Ecology) focuses on uncertainty in … the classical paradigm, by investigating the best way to estimate bootstrap confidence limits on recreational harvest and …

estimator (CME), the bootstrap and the more recently proposed hook-and-loop resampling based model selection. The advantages and …

for testing the existence of cointegrating relationships using the parametric bootstrap. In these procedures, ARFIMA …, including the F goodness-of-fit statistic, the Durbin–Watson statistic and estimates of the residual d. The bootstrap … not in general asymptotically pivotal, but implemented by the bootstrap, are shown to be consistent against alternatives …

reasonable power when the critical values are obtained via a parametric bootstrap. …

relative and absolute error variance across a variety of bootstrap procedures for each combination of conditions. It was found … suggested with respect to nested designs. This study provides support for the use of bootstrap procedures for estimating …

principles related to the expectation maximization (EM) algorithm and bootstrap methods. We formulate the criteria for three …

the monetary sector of Germany are estimated and different bootstrap confidence intervals for impulse responses are … computed and compared. These intervals are subject of a concluding and detailed analysis. It is examined whether the bootstrap …