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, as an alternative to the asymptotic approach, we propose a bootstrap confidence band. The developed theory is helpful for …
Persistent link: https://www.econbiz.de/10009467187
An iterated bootstrap confidence interval requires an additive correction to be made to the nominal coverage level of … involving two nested levels of bootstrap sampling. Asymptotic expansions of the required correction and the iterated interval … bootstrap confidence interval. The first asymptotic interval replaces the need for a second level of bootstrap sampling with a …
Persistent link: https://www.econbiz.de/10009471435
In this paper, we introduce a method of generating bootstrap samples with unknown patterns of cross …-sectional/spatial dependence, which we call the spatial dependent wild bootstrap. This method is a spatial counterpart to the wild dependent … bootstrap of Shao (2010) and generates data by multiplying a vector of independently and identically distributed external …
Persistent link: https://www.econbiz.de/10014536878
dimensions in a general time series setting. We propose a novel bootstrap method in this nonstandard context and show that it …
Persistent link: https://www.econbiz.de/10014536932
bootstrap methods. Specifically, since standard wild bootstrap procedures deliver inconsistent inference, we propose a local … Gaussian (LG) bootstrap, establish its first-order asymptotic validity, and use Edgeworth expansions to show that the LG … bootstrap inference achieves second-order asymptotic refinements. Moreover, we provide new Laplace transform-based estimators of …
Persistent link: https://www.econbiz.de/10014536973
The United States is recognized as the largest economic entity in the world and its financial system has developed steadily through the guidance of the Federal Reserve System for over one hundred years. However, in recent years, the global economic downturn, coupled with the global COVID-19...
Persistent link: https://www.econbiz.de/10014558501
efficiency level of state-owned banks. The bootstrap approach demonstrates that the majority of estimates obtained in this study …
Persistent link: https://www.econbiz.de/10009457408
distribution is shown to be a scaled chi-quare distribution. Bootstrap and empirical likelihood based inferential methods for the …
Persistent link: https://www.econbiz.de/10009463363
The correlation coefficient (CC) is a standard measure of the linear association between two random variables. The CC plays a significant role in many quantitative researches. In a bivariate normal distribution, there are many types of interval estimation for CC, such as z-transformation and...
Persistent link: https://www.econbiz.de/10009463413
under two ROC curves (AUCs) in the interested specificity interval. In this thesis, we have proposed bootstrap and empirical … simulation studies to compare four proposed EL and bootstrap based intervals. …
Persistent link: https://www.econbiz.de/10009463422