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Measuring Social Unrest Based on Income Distribution

Lee, Yoonseok; Shin, Donggyun - Center for Policy Research, Maxwell School - 2013

measure is also derived using results from U-statistics, and an easy-to-implement jackknife-based variance estimation …

Persistent link: https://www.econbiz.de/10010701002

Resampling variance estimation for complex survey data

Kolenikov, Stanislav - In: Stata Journal 10 (2010) 2, pp. 165-199

repeated replication, the jackknife, and the bootstrap. Balanced repeated replication and the jackknife are implemented in the …

Persistent link: https://www.econbiz.de/10008455921

Un acercamiento a los datos censurados y el bootstrap,

Rodríguez, Yesid; Tamayo, Ronne - In: REVISTA COMUNICACIONES EN ESTADÍSTICA (2009)

Jackknife y Boostrap. …

Persistent link: https://www.econbiz.de/10008461736

Compositional Data Approach to the Prediction of Dry Milling Yields, A

Bouzaher, Aziz; Carriquiry, Alicia L. - Center for Agricultural and Rural Development (CARD), … - 1992

The yield of products in the dry milling industry is largely determined by the physical properties of the corn kernel. The main objective of this paper is to investigate several statistical models of dry milling yield prediction based on physical characteristics of corn. Data consisting of one...

Persistent link: https://www.econbiz.de/10005786472

On the subsample bootstrap variance estimation

Radulović, Dragan - In: TEST: An Official Journal of the Spanish Society of … 7 (1998) 2, pp. 295-306

Persistent link: https://www.econbiz.de/10005759580

An Information-theoretic Approach to the Effective Usage of Auxiliary Information from Survey Data

Wu, Changchun; Zhang, Runchu - In: Annals of the Institute of Statistical Mathematics 58 (2006) 3, pp. 499-509

Persistent link: https://www.econbiz.de/10005760178

Dimension Asymptotics for Generalised Bootstrap in Linear Regression

Chatterjee, Snigdhansu; Bose, Arup - In: Annals of the Institute of Statistical Mathematics 54 (2002) 2, pp. 367-381

Persistent link: https://www.econbiz.de/10005760240

World Equity Premium based Risk Aversion Estimates

Pozzi, L.C.G.; Vries, C.G. de; Zenhorst, J. - Tinbergen Instituut - 2010

gauge the uncertainty pertaining to the country risk aversion estimates by means of jackknife resampling and pooling. The …

Persistent link: https://www.econbiz.de/10011257268

Optimal jackknife for unit root models

Chen, Ye; Yu, Jun - In: Statistics & Probability Letters 99 (2015) C, pp. 135-142

A new jackknife method is introduced to remove the first order bias in unit root models. It is optimal in the sense … that it minimizes the variance among all the jackknife estimators of the form considered in Phillips and Yu (2005) and … Chambers and Kyriacou (2013) after the number of subsamples is selected. Simulations show that the new jackknife reduces the …

Persistent link: https://www.econbiz.de/10011208314

Efficient bias correction for cross-section and panel data

Hahn, Jinyong; Hughes, David W.; Kuersteiner, Guido M.; … - In: Quantitative economics : QE ; journal of the … 15 (2024) 3, pp. 783-816

estimate of the bias is asymptotically linear. It is also shown that bootstrap, jackknife, and analytical bias estimates are … jackknife bias corrections. In contrast, bias corrections that do not estimate the bias at the parametric rate, such as the … split-sample jackknife, result in larger higher-order variances in the i.i.d. setting we focus on. For both a cross …

Persistent link: https://www.econbiz.de/10015053878