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We use a subsample bootstrap method to get a consistent estimate of the asymptotically optimal choice of the …
Persistent link: https://www.econbiz.de/10010324719
different bootstrap tests. In the context of static linear regression modelstwo of these are shown to have serious size and …
Persistent link: https://www.econbiz.de/10010324912
determined with a permutation procedure and a parametric bootstrap in the testsfor serial independence and linearity …
Persistent link: https://www.econbiz.de/10010324976
Often socio-economic variables are measured on a discrete scale or rounded to protect confidentiality. Nevertheless, when exploring the effect of a relevant covariate on the whole outcome distribution of a discrete response variable, virtually all common quantile regression methods require the...
Persistent link: https://www.econbiz.de/10010325868
A large number of exact inferential procedures in statistics and econometrics involve the sampling distribution of ratios of random variables. If the denominator variable is positive, then tail probabilities of the ratio can be expressed as those of a suitably defined difference of random...
Persistent link: https://www.econbiz.de/10010328339
Using four rounds (1999, 2002, 2005, 2008) of the Korean Labor and Income Panel Study (KLIPS), this article examines determinants of household income and consumption levels and inequalities. Unconditional as well as conditional stochastic dominance (SD) tests are performed by year, by household...
Persistent link: https://www.econbiz.de/10010329075
find that, by using the bootstrap technique to estimate confidence intervals, we can point at the uncertainty of the …
Persistent link: https://www.econbiz.de/10010330221
We consider theoretical bootstrap coupling techniques for nonparametric robust smoothers and quantile regression, and … verify the bootstrap improvement. To cope with curse of dimensionality, a variant of coupling bootstrap techniques are …. Our bootstrap method can be used in many situations like constructing con dence intervals and bands. We demonstrate the …
Persistent link: https://www.econbiz.de/10010331127
bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …
Persistent link: https://www.econbiz.de/10010368206
functionals of kernel-type estimators (1 < p < É) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … 'contact sets'. We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …
Persistent link: https://www.econbiz.de/10010368224