Results 1 to 10 of about 304,036 (167)

Bootstrap tests: how many bootstraps? [PDF]

open access: yesEconometric Reviews, 2000
In practice, bootstrap tests must use a finite number of bootstrap samples. This means that the outcome of the test will depend on the sequence of random numbers used to generate the bootstrap samples, and it necessarily results in some loss of power.
Russell Davidson, James Mackinnon
exaly   +4 more sources

Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap [PDF]

open access: yesComputational Statistics and Data Analysis, 2005
In regression models, appropriate bootstrap methods for inference robust to heteroskedasticity of unknown form are the wild bootstrap and the pairs bootstrap. The finite sample performance of a heteroskedastic-robust test is investigated with Monte Carlo experiments.
Emmanuel Flachaire
exaly   +6 more sources

Bootstrap and Wild Bootstrap for High Dimensional Linear Models

open access: yesAnnals of Statistics, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Enno Mammen
exaly   +4 more sources

Perspective of Variable Factors Relationships and Mediation of Job Satisfaction and Good Governance with Supportive Work Culture Using SmartPLS Bootstrap Results and Analysis [PDF]

open access: yesInternational Journal of Business and Development Studies, 2023
The research has contributed extensively in the area of Good Governance and Supportive Work Culture since there was very limited study on their relationship from theories studied.
Abdul-Kahar Adam
doaj   +1 more source

A Method for Improving the Performance of Ensemble Neural Networks by Introducing Randomization into Their Training Data

open access: yesKnowledge, 2023
We propose a methodology for training neural networks in which ensembles of under-trained neural networks are used to obtain broadly repeatable predictions, and we augment their performance by disrupting their training, with each neural network in the ...
Bryn Richards, Nwabueze Emekwuru
doaj   +1 more source

How to Explain the Cross-Section of Equity Returns through Common Principal Components

open access: yesMathematics, 2021
In this paper, we propose a procedure to obtain and test multifactor models based on statistical and financial factors. A major issue in the factor literature is to select the factors included in the model, as well as the construction of the portfolios ...
José Manuel Cueto   +2 more
doaj   +1 more source

Relationship between Consumption of Energy Carriers and Value Added in the Iranian Economic Sectors: Granger Causality Test in Heterogeneous Mixed Panels [PDF]

open access: yesPizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2017
This study investigates the causal linkages between consumption of energy carriers and value added in the Iranian economic sectors for the period 1974-2013 by using the granger causality test in heterogeneous mixed panels.
Abolghasem Golkhandan, Mohammad Alizadeh
doaj   +1 more source

New Developments in Sparse PLS Regression

open access: yesFrontiers in Applied Mathematics and Statistics, 2021
Methods based on partial least squares (PLS) regression, which has recently gained much attention in the analysis of high-dimensional genomic datasets, have been developed since the early 2000s for performing variable selection.
Jérémy Magnanensi   +6 more
doaj   +1 more source

Proper bootstrapping [PDF]

open access: yesSynthese, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Douven, Igor, Kelp, Christoph
openaire   +3 more sources

Bootstrap inversion for Pn wave velocity in North-Western Italy

open access: yesAnnals of Geophysics, 1997
An inversion of Pn arrival times from regional distance earthquakes (180-800 km), recorded by 94 seismic stations operating in North-Western Italy and surrounding areas, was carried out to image lateral variations of P-wave velocity at the crust-mantle ...
C. Eva, D. Spallarossa, S. Parolai
doaj   +1 more source

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