Showing 1 - 10 of 13
the classical paradigm, by investigating the best way to estimate bootstrap confidence limits on recreational harvest and …
Persistent link: https://www.econbiz.de/10009438291
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 …
Persistent link: https://www.econbiz.de/10009467025
unter allgemeinen Bedingungen etabliert. Die zweite Methode beruht auf der Bootstrap Resampling-Verfahren. Es ist bewiesen …, dass die Bootstrap-Approximation eine wesentliche Verbesserung ergibt. Der Fall von mehrdimensionalen und diskrete … method is based on the bootstrap resampling method. It is proved that the bootstrap approximation provides a substantial …
Persistent link: https://www.econbiz.de/10009467050
An vielen verschiedenen Stellen der angewandten Statistik sind die zu untersuchenden Objekte abhängig von stetigen Parametern. Typische Beispiele in Finanzmarktapplikationen sind implizierte Volatilitäten, risikoneutrale Dichten oder Zinskurven. Aufgrund der Marktkonventionen sowie weiteren...
Persistent link: https://www.econbiz.de/10009467092
, 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
The research deals with bootstrap interval estimation of wildlife population sizes frommultiple surveys in the Hluhluwe … using line transect sampling and mark-recapture methodsrespectively. The bootstrap and jackknife procedures were applied … separately to each ofthe datasets. Bootstrap estimates for each of the time point were obtained and theconfidence intervals of …
Persistent link: https://www.econbiz.de/10009447712
The bootstrap is a computationally intensive data analysis technique. It is particularly useful for analysing small … datasets, and for estimating the sampling distribution of a statistic when it is intractable. We focus on bootstrap hypothesis … testing of linear models. In this context, at present, various versions of the bootstrap are available, and it is not entirely …
Persistent link: https://www.econbiz.de/10009484187
Persistent link: https://www.econbiz.de/10010353200
In survival analysis, proportional hazards model is the most commonly used and the Cox model is the most popular. These models are developed to facilitate statistical analysis frequently encountered in medical research or reliability studies. In analyzing real data sets, checking the validity of...
Persistent link: https://www.econbiz.de/10009431108
are dependent, such as, modelbased bootstrapping and the wild bootstrap, but the error terms need to be whitened. In this … dissertation, a bootstrap procedure is used to test the hypothesis of no trend for variable stars when the error structure assumes … a particular form. In some cases, the bootstrap to be implemented is preferred over large sample tests in terms of the …
Persistent link: https://www.econbiz.de/10009465083