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This paper employs bootstrapping to correct for bias and to construct confidence intervals for Malmquist TFP indices …
Persistent link: https://www.econbiz.de/10009443880
combination of matrix decomposition, classical non-linear estimation techniques as well as bootstrapping based resampling. The …
Persistent link: https://www.econbiz.de/10009444369
As item response theory (IRT) has developed and is widely applied, investigating the fit of a parametric model becomes an important part of the measurement process when implementing IRT. The usefulness and successes of IRT applications rely heavily on the extent to which the model reflects the...
Persistent link: https://www.econbiz.de/10009467878
bootstrapping and kernel densitytechniques. Overall, the empirical results suggest that in Central and Eastern EuropeCzech …
Persistent link: https://www.econbiz.de/10009461236
Wilson's (1999) bootstrapping procedure. The main contribution of the paper is to account in the second stage for the … information provided by the bootstrap in the first stage. The DEA standard errors of the Malmquist indices given by bootstrapping …
Persistent link: https://www.econbiz.de/10009483576
diese Arbeit einen methodischen Beitrag zum Thema „Bootstrapping und andere Resampling-Methoden“, einen Literaturüberblick …
Persistent link: https://www.econbiz.de/10009428983