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Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias … overcome this problem it is common practice to either undersmooth, so as to reduce the impact of bias, or oversmooth, and … thereby introduce an explicit or implicit bias estimator. However, these approaches, and others based on nonstandard smoothing …
Persistent link: https://www.econbiz.de/10010288303
Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias … overcome this problem it is common practice to either undersmooth, so as to reduce the impact of bias, or oversmooth, and … thereby introduce an explicit or implicit bias estimator. However, these approaches, and others based on nonstandard smoothing …
Persistent link: https://www.econbiz.de/10009554351
the sampling frame and (ii) NT and UN respondents. It also explores whether these differences lead to under-coverage bias … and evaluates the impact of current post-adjustment strategies on the total under-coverage bias as well as on its two …
Persistent link: https://www.econbiz.de/10010344297
Persistent link: https://www.econbiz.de/10005613214
In this paper we propose an asymptotically equivalent single-step alternative to the two-step partially linear model estimator in Robinson (1988). The estimator not only has the potential to decrease computing time dramatically, it shows substantial finite sample gains in Monte Carlo simulations.
Persistent link: https://www.econbiz.de/10011166142
shows the large sample validity of the kernel block bootstrap and derives the higher order bias and variance of the kernel … estimator has a favourable higher order bias property. Simulations based on the designs of Paparoditis and Politis (2001 …
Persistent link: https://www.econbiz.de/10011941512
Persistent link: https://www.econbiz.de/10013254613
shows the large sample validity of the kernel block bootstrap and derives the higher order bias and variance of the kernel … estimator has a favourable higher order bias property. Simulations based on the designs of Paparoditis and Politis (2001 …
Persistent link: https://www.econbiz.de/10011878210
bias of the robust standard error estimator. This approach contrasts with the conventional bandwidth choice rule for … squared asymptotic bias. It turns out that the optimal bandwidth for interval estimation has a different expansion rate and is … the sample autocovariances. The underlying parameter (M) that controls this tuning process is a bandwidth or truncation …
Persistent link: https://www.econbiz.de/10005087368
bias and variance in the value function estimates that result from empirical estimates of the model parameters. We provide … closed-form approximations for the bias and variance, which can then be used to derive confidence intervals around the value …
Persistent link: https://www.econbiz.de/10009209247