Results 181 to 190 of about 719,228 (391)

MODIFICAÇÕES E ALTERNATIVAS AOS TESTES DE LEVENE E DE BROWN E FORSYTHE PARA IGUALDADE DE VARIÂNCIAS E MÉDIAS MODIFICATIONS AND ALTERNATIVES TO THE TESTS OF LEVENE AND BROWN & FORSYTHE FOR EQUALITY OF VARIANCES AND MEANS MODIFICACIONES Y ALTERNATIVAS A LAS PRUEBAS DE LEVENE Y BROWN & FORSYTHE PARA LA IGUALDAD DE VARIANZAS Y MEDIAS

Revista Colombiana de Estadística, 2008
Os testes usuais para comparar variâncias e médias, teste de Bartlett e teste F, supõem que as amostras sejam provenientes de populações com distribuições normais.
Almeida Antônia de, Elian Silvia, Nobre Juvêncio   +2 more
doaj  

Bootstrap Conditions in a Model Field Theory [PDF]

, 1967
T. Muta
openalex   +1 more source

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

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
Emmanuel Flachaire
core  

Mast years increase wind pollination and reduce seed predation in sugar maple (Acer saccharum)

American Journal of Botany, EarlyView.
Abstract Premise In general, mast seeding (intermittent and synchronous seed production) increases plant fitness through economies of scale in which reproduction is more successful in high‐seed years. These benefits have been most studied in wind‐pollinated trees.
Elizabeth E. Crone, Joshua M. Rapp
wiley   +1 more source

Head and Shoulders: Testing the Profitability of this Chart Pattern of Technical Analysis in the Brazilian Stock Market

Revista Brasileira de Finanças, 2009
Starting from an adapted version of Osler and Chang (1995) methodology, this article empirically evaluates the profitability of investment strategies based on identification of the Head and Shoulders chart pattern in the Brazilian stock market.
Pedro Gabriel Boainain, Pedro L. Valls Pereira   +1 more
doaj  

Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators [PDF]

This paper establishes the higher-order equivalence of the k-step bootstrap, introduced recently by Davidson and MacKinnon (1999a), and the standard bootstrap.
Donald W.K. Andrews
core  

Total Metabolic Tumor Volume Is a Strong Independent Prognostic Factor in Follicular Lymphomas: Results From a Sub‐Study of the FOLL12 Trial

American Journal of Hematology, EarlyView.
ABSTRACT Discordant results have been generated regarding the prognostic role of Total Metabolic Tumor Volume (TMTV) in Follicular Lymphoma (FL). The use of prospective data and the adoption of the newly defined standardized SUV4 method for calculating TMTV may generate stronger evidence.
Rexhep Durmo, Stephane Chauvie, Carla Minoia, Fabrizio Bergesio, Federico Fallanca, Simona Peano, Luigi Marcheselli, Antonella Anastasia, Carola Boccomini, Paolo Corradini, Jacopo Olivieri, Luca Arcaini, Federica Cavallo, Adalberto Ibatici, Luca Nassi, Vittoria Tarantino, Antonello Pinto, Caterina Stelitano, Alessandro Pulsoni, Francesca Ricci, Salvatrice Mancuso, Emanuele Cencini, Nicola Di Renzo, Clara Mannarella, Angelo Palmas, Pierluigi Zinzani, Caterina Bocci, Francesca Rossi, Angelo Michele Carella, Massimo Federico, Annibale Versari, Luca Guerra, Stefano Luminari   +32 more
wiley   +1 more source

Persistence and mean reversion: analyzing sector indices for Brazil

Economia Aplicada, 2006
Este artigo contribui para a literatura de testes da hipótese de passeio aleatório examinando um novo conjunto de dados setoriais de ações para o mercado Brasileiro e empregando um teste de razão de variâncias com percentis customizados.
Benjamin Miranda Tabak, Roberta Blass Staub   +1 more
doaj  

CONFIDENCE LIMITS ON PHYLOGENIES: AN APPROACH USING THE BOOTSTRAP

Evolution; international journal of organic evolution, 1985
J. Felsenstein
semanticscholar   +1 more source

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form [PDF]

Conditional heteroskedasticity is an important feature of many macroeconomic and financial time series. Standard residual-based bootstrap procedures for dynamic regression models treat the regression error as i.i.d.
Gonçalves, Sílvia, Kilian, Lutz
core