bootstrap methods
Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
... using bootstrap methods, since the returns of individual mutual funds typically exhibit non-normal distributions (see also Fama and French, 2010, hereafter ...
29
The Bootstrap Methods to Test the Equality of Two Means
... the bootstrap methods to test the equality of means of two random ...a bootstrap hypothesis test for comparing the two means, there is no compelling reason to assume equal variances and hence we ...
19
Using bootstrap methods to investigate coefficient non stationarity in regression models: an empirical case study
... parametric bootstrap methods are used to test for spatial non-stationarity in the coefficients of regression models ...the bootstrap approach is applied empirically to an educational attainment data ...
5
An overview on various ways of bootstrap methods
... the bootstrap sample may also be utilized to compute bootstrap confidence intervals, critical values, marginal significance values, and ...the bootstrap percentile confidence intervals for the ...
23
Testing for cointegration in dependent panels via residual based bootstrap methods
... of bootstrap methods in panel cointegration testing, and leads us to the next question: how to extend the algorithms outlined above to panel data sets? In fact, the task turns out to be easily accom- ...
20
Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems
... every bootstrap application is the establishment of number of ...create bootstrap distribution each ...situations bootstrap methods are likely to fail, regardless the number of replications ...
18
New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods
... We can also assess the significance of the actual t-values at each percentile point of its distribution. For every percentile point of the chance distribution generated by each of the two bootstrap methods, ...
49
New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods
... We can also assess the significance of the actual t-values at each percentile point of its distribution. For every percentile point of the chance distribution generated by each of the two bootstrap methods, ...
48
The use of bootstrap methods for analysing health-related quality of life outcomes (particularly the SF-36)
... new bootstrap values for the outcome ...new bootstrap regression coefficients, for this bootstrap ...metric bootstrap" when the residuals from a parametric model are bootstrapped to give ...
20
The Poisson Log-Bilinear Lee-Carter Model: Applications Of efficient bootstrap methods to annuity analyses
... Life insurance companies deal with two fundamental types of risks when issuing annuity contracts: financial risk and demographic risk. As regards the latter, recent work has focused on modelling the trend in mortality as ...
24
A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics
... Table 2: True values of σ12 and approximates of the NBias, NVar and NMSE for MBB and SPB estimators σ ˆ12 based on exponential covariogram.. Table 3: True values of σ12 and approximates [r] ...
35
Auxiliary Bootstrap Methods.
... statistical methods often relies heavily on Monte Carlo studies which may require fitting a statistical model tens or hundreds of thousands of times; thus, even when it is feasible to fit a model to a single ...
89
The use of bootstrap methods for analysing health-related quality of life outcomes (particularly the SF-36)
... vals along this continuum. If the goal of the analysis is to assess the magnitude of the treatment effect on this ordered outcome, then an appealing approach is to assign numeric scores to the ordered categories and then ...
19
Loop equation in Lattice gauge theories and bootstrap methods
... In particular we get upper and lower bounds on the expectation value of the plaquette that converge smoothly as we increase the length of the loops, since adding constraints can only low[r] ...
7
New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods
... Tables A1-A20 and the accompanying graphs (at the bottom of each table) present the sorted values of t(α)s and t(TM)s from the actual and two chance distributions, generated under the bootstrap methodologies of ...
64
thesis_final_no_signature.pdf
... process, bootstrap methods are ...on bootstrap methods and introduce how to are implemented to construct confidence intervals for Ripley’s ...
25
Minimization of Error in Exponential Model Estimation via Jackknife Algorithm
... Jackknife bootstrap and other re-sampling methods in regression analysis; motivated by a representation for the least squares estimator, they proposed a class of weighted jackknife variance estimators for ...
11
Generalised block bootstrap and its use in meteorology
... the bootstrap methodology has become more and more widespread in different areas of statistical ap- ...where bootstrap may be ...The bootstrap samples must match the dependence within the data, so ...
12
Estimation of bivariate linear regression data via Jackknife algorithm
... Jackknife bootstrap and other re-sampling methods in regression analysis; motivated by a representation for the least squares estimator, they proposed a class of weighted jackknife variance estimators for ...
8
Some problems in kernel curve estimation
... In the first we give an introduction to kernel density and intensity estimation , review the traditional methods of boundary bias correction , and briefly present bootstrap methods and t[r] ...
142