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A Comparison of Existing Bootstrap Algorithms for Multi-Stage Sampling Designs
Sixia Chen ; David Haziza ; Zeinab Mashreghi
Stats (Basel)
Stats, Vol 5, Iss 2, Pp 521-537 (2022)
Stats; Volume 5; Issue 2; Pages: 521-537

bootstrap algorithms Statistics 0202 electrical engineer... multi-stage sampling Taylor linearization variance estimation
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2

Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier ; Schafgans, Marcia
Journal of Econometrics. 223:125-160

large panel data models 05 social sciences Econometrics (econ.EM) cross-sectional strong-d... Mathematics - Statistics... Statistics Theory (math....
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3

Baseline sociodemographic and clinical data
Kexin Qu ; Monique Gainey ; Samika S. Kanekar ; et al.

Medicine Genetics Science Policy Biological Sciences not... Mathematical Sciences no... Information Systems not...
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5

Candidate predictors
Kexin Qu ; Monique Gainey ; Samika S. Kanekar ; et al.

Medicine Genetics Science Policy Biological Sciences not... Mathematical Sciences no... Information Systems not...
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6
8

Inference and testing breaks in large dynamic panels with strong cross sectional dependence
Hidalgo, Javier ; Schafgans, Marcia
Journal of Econometrics. 196:259-274

Cross-sectional strong-d... Bootstrap algorithms Large panel data, dynami... 0502 economics and busin... 05 social sciences Central limit theorems
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9

A parametric bootstrap test for cycles
Violetta Dalla ; Javier Hidalgo
Journal of Econometrics. 129:219-261

Cyclical data, strong an... 0502 economics and busin... 05 social sciences jel:C22 0101 mathematics Cyclical data
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10

A parametric bootstrap test for cycles
DALLA, Violetta ; HIDALGO, Javier
Modelling structural breaks, long memory and stock market volatility: an overviewJournal of econometrics. 129(1-2):219-261

Control theory, operatio... Automatique, recherche o... Mathematics Mathématiques Sciences exactes et tech... Exact sciences and techn...
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11

Testing for Breaks in Regression Models with Dependent Data
Violetta Dalla ; Javier Hidalgo
Springer Proceedings in Mathematics & Statistics ISBN: 9783319415819

Nonparametric regression... jel:C22 jel:C14
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12

VARIANCE ESTIMATION FOR QUADRATIC STATISTICS: Variance estimation for quadratic statistics
C. Field ; B. Smith
Journal of Time Series Analysis. 14:381-395

small-sample efficiency... linear functions of the... 05 social sciences Point estimation Gaussian case variance estimates
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13

A CUSUM Test for Common Trends in Large Heterogeneous Panels
Javier Hidalgo ; Jungyoon Lee
Advances in Econometrics ISBN: 9781784411831

11. Sustainability 8. Economic growth 1. No poverty jel:C12 jel:C23 jel:C13
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14

Dynamic Equilibrium Economies: A Framework for Comparing Models and Data: Dynamic equilibrium economies: A framework for comparing models and data
Francis X. Diebold ; Lee E. Ohanian ; Jeremy Berkowitz
SSRN Electronic Journal.

Economic time series ana... Equilibrium (Economics)... Cattle trade Economic growth models dynamic equilibrium mode... Time-series analysis
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15

On General Resampling Algorithms and their Performance in Distribution Estimation: On general resampling algorithms and their performance in distribution estimation
Hall, Peter ; Mammen, Enno
Ann. Statist. 22, no. 4 (1994), 2011-2030

general resampling algor... wild bootstrap Cornish-Fisher expansion... higher-order moments mean second-order properties
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16

On the bootstrap and likelihood-based confidence regions
Peter Hall
Biometrika. 74:481-493

Bootstrap algorithms Estimation in multivaria... percentile-t method 4. Education constructing likelihood-... vector parameter
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17

A CUSUM Test for Common Trends in Large Heterogeneous Panels
Essays in Honor of Peter C. B. Phillips. :303-345

Buch
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18

Bootstrap in finite populations: a unified approach
Marella, D ; Conti, PL ; MECATTI, FULVIA ; et al.

non-iid sample design probability distribution large sample bootstrap algorithms SECS-S/01 - STATISTICA stat
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19

Statistical inquiry for Markov chains by bootstrap method
Fuh, C. D.

Parametric tolerance and... Asymptotic distribution... Markov processes: estima... hidden Markov models bootstrap algorithms ergodic Markov chain
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20

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