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MSE performance of some shrinkage estimators in a regression model with non-normal errors
Kurumai, Hiroko - 2001
Persistent link: https://www.econbiz.de/10001620247
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Feasible resampling for nonparametric Kernel estimators
Racine, Jeffrey - In: Journal of quantitative economics : official journal of … 16 (2000) 2, pp. 19-30
Persistent link: https://www.econbiz.de/10001622465
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On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - In: Applying Kernel and nonparametric estimation to …, (pp. 77-107). 2000
Persistent link: https://www.econbiz.de/10001548525
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On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410057
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On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001366231
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State-of-art on PLS path moceling through the available software
Chatelin, Yves-Marie; Esposito Vinzi, Vincenzo; … - 2002
Persistent link: https://www.econbiz.de/10001681182
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On resampling approaches for identifying statistically meaningful maxima of likelihood functions in mixture models
Seidel, Wilfried - 2003
Persistent link: https://www.econbiz.de/10001733070
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Portfolio choice and estimation risk : a comparison of Bayesian approaches to resampled efficiency
Herold, Ulf; Maurer, Raimond - 2002
Persistent link: https://www.econbiz.de/10013444469
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Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation
Danielsson, J.; de Haan, L.; Peng, L.; de Vries, C.G. - 1997
We use a subsample bootstrap method to get a consistent estimate of the asymptotically optimal choice of the samplefraction, in the sense of minimal mean squared error, which is needed for tail index estimation. Unlike previous methodsour procedure is fully self contained. In particular, the...
Persistent link: https://www.econbiz.de/10010324719
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Portfolio Choice and Estimation Risk: A Comparison of Bayesian to Heuristic Approaches
Herold, Ulf; Maurer, Raimond - 2002
approach introduced by Michaud (1998), resampling efficiency. Michaud argues that the limitations of MV efficiency in practice … that leads to new procedures that can reduce estimation risk. Resampling efficiency has been contrasted to standard … fill this gap. Optimal portfolios based on the Bayes/Stein estimator and resampling efficiency are compared in an empirical …
Persistent link: https://www.econbiz.de/10010316250