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The paper proposes a new algorithm for finding the confidence set of a collection of forecasts or prediction models. Existing numerical implementations for finding the confidence set use an elimination approach where one starts with the full collection of models and successively eliminates the...
Persistent link: https://www.econbiz.de/10011342917
Analyzing repeated difference tests aims in significance testing for differences as well as in estimating the mean discrimination ability of the consumers. In addition to the average success probability, the proportion of consumers that may detect the difference between two products and...
Persistent link: https://www.econbiz.de/10009770524
combination of a bootstrap procedure and new selection algorithms. These methods yield tests that have correct asymptotic size and …
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validity of a test based on block multiplier bootstrap in the case of dependent data under some general mixing conditions. …
Persistent link: https://www.econbiz.de/10011525823
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bootstrap based nite sample version of the test is suggested. A simulation study documents the good performance of the test for …
Persistent link: https://www.econbiz.de/10010402973
validity of a test based on block multiplier bootstrap in the case of dependent data under some general mixing conditions. …
Persistent link: https://www.econbiz.de/10010459258