This paper proposes the use of the bias-corrected bootstrap for interval forecasting of an autoregressive time series with an arbitrary number of deterministic components. We use the bias-corrected bootstrap based on two alternative bias-correction methods: the bootstrap and an analytic formula based...
The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk MeasuresDifferent approaches to determining two-sided interval estimators for risk measures such as Value-at-Risk (VaR) and conditional tail expectation (CTE) when modeling loss data exist in the actuarial literature. ...
Pulling cost〆ffectiveness analysis up by its bootstraps: A non﹑arametric approach to confidence interval estimation Recent articles have focused on parametric methods for constructing confidence intervals. In this paper, we describe the construction of non-parametric boot... AH Briggs,DE Wonderling...
Hi, Is there an easy way to get p-values from the bias corrected estimates of a bootstrap? I get the bias-corrected 95% confidence interval, but it would be nice to get a p-value corresponding to whether the estimated coefficient from my messy estimation procedure is <= 0. Since the ...
bootstrapvector autoregressionconfidence intervalBecause the parameters of vector autoregressive processes are often difficult to interpret directly, econometricians ... H Lütkepohl - 《Sfb Discussion Papers》 被引量: 16发表: 2000年 [Clinical significance of hepatitis B virus precore/core mutants in HB...
A bias-corrected bootstrap procedure for the estimation of half-life is proposed, adopting the highest density region (HDR) approach to point and interval estimation. The Monte Carlo simulation results reveal that the bias-corrected bootstrap HDR method provides an accurate point estimator, as well...
Interval estimates of the concentration of target entities from a serial dilution assay are usually based on the maximum likelihood estimator. The distribu... W Rolke,AM Lopez 被引量: 0发表: 2022年 Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence...
The bias-corrected and accelerated bootstrap confidence interval using the unbiased estimate of &dgr; is proposed and recommended for general use, especially... Kelley,K. - 《Educational & Psychological Measurement》 被引量: 142发表: 2005年 Estimation of the standard error and confidence interval ...
interval forecastingtime seriesThis 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 boot...
The bootstrap f2 confidence interval method can control the type I error rate under a specific level. However, it will cause great conservatism on the power of the test. To solve the potential issues of the previous methods, we recommended a bootstrap bias corrected (BC) f2 confidence ...