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On the inconsistency of bootstrap distribution estimators

Hall, Peter; Härdle, Wolfgang; Simar, Léopold - 1991

Persistent link: https://www.econbiz.de/10011512387

Iterated bootstrap with applications to frontier models

Hall, Peter - In: Journal of productivity analysis 6 (1995) 1, pp. 63-76

Persistent link: https://www.econbiz.de/10001178086

Optimal smoothing in single index models

Härdle, Wolfgang; Hall, Peter; Ichimura, Hidehiko - 1991

Persistent link: https://www.econbiz.de/10000818197

How far are automatically chosen regression smoothing parameters from their optimum?

Härdle, Wolfgang; Hall, Peter; Marron, James Stephen - 1986

Persistent link: https://www.econbiz.de/10000707608

Simple formulae for steps and limits in the backfitting algorithm

Härdle, Wolfgang; Hall, Peter - 1989

Persistent link: https://www.econbiz.de/10000784622

Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient

Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; … - 1999

A major application of rescaled adjusted range analysis (RS analysis) is the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar...

Persistent link: https://www.econbiz.de/10009581110