Bootstrapping VAR(p) model: bias-correction based on the bootstrapJae H. Kim
This is achieved by minimizing bias corrected smoothed bootstrap estimates of the mean integrated squared error. The degree of bias correction determines the rate of relative convergence of the resulting bandwidth. The bias correction targets finite sample bias rather than asymptotically leading terms, ...
This paper examines small sample properties of alternative bias-corrected bootstrap prediction regions for the vector autoregressive (VAR) model. Bias-corrected bootstrap prediction regions are constructed by combining bias-correction of VAR parameter estimators with the bootstrap procedure. The backward VA...
with bootstrapping (block bootstrapping when dealing with time series), followed by bias corrected and accelerated calculation of confidence intervals. Hypothe... Axel,Ritter,and,... - 《Journal of Hydrology》 被引量: 170发表: 2013年 Bootstrap confidence limits for groundfish trawl survey estim...
The bootstrapping is repeated 30 times to mimic different climate conditions that may occur, and the results suggest that both methods are comparable when applied to the 20th century for both temperature and precipitation for the examined quartiles. We also discuss the dependence of the bias ...
The bias-corrected GMM estimator is then found by calculating: ˆθBCGMM = ˆθGMM − ¯θ∗ + ˆθa. (13) When both n and B go to infinity, ˆθa will converge to ˆθGMM , so asymptotically this method will produce the same results as the other bootstrap techniques ...
In this study, all the confidence intervals at the 95% level were also created with bootstrapping. 2 4.1. Correction results for 2m-T --> 4.1. Correction results for 2m-T Figure 5 shows the RMSE spatial distribution of the corrected 24 h forecast for 2m-T in all seasons in 2018. ...
Parameter estimates for each path (a, b, c, a × b, c’) were obtained by bootstrapping 200,000 times with replacement, producing two-tailed p-values and 95% confidence intervals. In a control model in which the predictor and mediator variables were swapped, no mediation effect was...
Thus, in practice, imprr_weights must be used along with bootstrapping, such as the one available in rsample (example). References Atsusaka, Y., & Kim, S.S. (2024). Addressing Measurement Errors in Ranking Questions for the Social Sciences. Political Analysis (conditionally accepted). ...
Bootstrapping as per Hanley and McNeil66 is also highly utilized, but in our preliminary analyses, we had planned to assess model performance without bootstrapping. As the number of features we planned on analyzing grew, we updated our analytic plan to include bootstrapping as described to ...