Bootstrapping the Mean Integrated Squared Error BANDWIDTH SELECTIONBOOTSTRAPPILOT ESTIMATIONA smooth bootstrap method is used to find an estimator of the mean integrated squared error in density estimation... R Cao - 《Journal of Multivariate Analysis》 被引量: 81发表: 2008年 An optimal local ban...
RIs were estimated using a bias-corrected bootstrapping approach. Electrocardiographic RIs were heart rate: 103 鈥 132 (beats/minute); P: 0.02 - 0.04, T: 0.03 - 0.04 waves durations (seconds); P: 0.13 - 0.23, R: 1.19 - 1.51, T: 0.20 - 0.27 waves amplitudes (mV)...
Vector autoregressionIt is well documented that the small-sample accuracy of asymptotic and bootstrap approximations to the pointwise distribution of VAR ... L Kilian,YJ Kim - 《Cepr Discussion Papers》 被引量: 20发表: 2009年 Bootstrapping impulse responses in VAR analyses bootstrapvector autoregre...
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...
All previously formulated equations are not bias corrected, where the efficiency scores of DEA are subject to sampling variation of frontier (Tsolas,2011). The core idea behind the bootstrapping is to estimate the efficiency scores based on multiple sampling process (Simar & Wilson,1998). To av...
bootstrappinginterval 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...
BootstrappingConfidence intervalHalf-lifeHighest density regionThe half-life is defined as the number of periods required for the impulse response to a unit shock to a time series to dissipate by half. It is widely used as a measure of persistence, especially in international economics to ...
BootstrappingUnit rootThe parameter estimators of autoregressive (AR) models are biased in small samples, and these biases can adversely affect their forecast accuracy. The purpose of this paper is to evaluate the effect of bias-correction for AR parameter estimators on forecast accuracy. The bias...
BootstrappingIn efficiency studies, inputs and outputs are often noisy measures, especially when education data is used. This article complements the conditional efficiency model by correcting for bias within conditional draws, using themout ofnbootstrap procedure. With a unique panel dataset, we ...