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Bootstrap consistency for the Mack bootstrap
Insurance: Mathematics and EconomicsMack's distribution-free chain ladder reserving model belongs to the most popular approaches in non-life insurance mathematics. Proposed to determine the first two moments of the reserve, it does not allow to identify the whole distribution of the reserve.
Steinmetz, Julia, Jentsch, Carsten
openaire +2 more sources
Bootstrap Hypothesis Testing [PDF]
This paper surveys bootstrap and Monte Carlo methods for testing hypotheses in econometrics. Several different ways of computing bootstrap P values are discussed, including the double bootstrap and the fast double bootstrap.
James G. MacKinnon
core
Evaluating of bootstrap procedures for fMRI data [PDF]
, 2011 Over the last decade the bootstrap procedure is gaining popularity in the statistical analysis of neuroimaging data. This powerful procedure can be used for example in the non-parametric analysis of neuro-imaging data.
Loeys, Tom +2 more
core
Advanced Science, EarlyView.Aldosterone‐producing adenomas (APAs) develop via two distinct paths: directly from adrenal zona glomerulosa (zG) cells, or stepwise from zG cells through aldosterone‐producing micronodules (APMs) before progressing to APAs. Advanced single‐cell and spatial analyses identified distinct cell states linked to oxidative stress and cell–cell interactions ...
Zhuolun Sun +7 more
wiley +1 more source
Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap [PDF]
We first propose two procedures for estimating the rejection probabilities of bootstrap tests in Monte Carlo experiments without actually computing a bootstrap test for each replication. These procedures are only about twice as expensive (per replication)
James G. MacKinnon, Russell Davidson
core +3 more sources
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap [PDF]
, 2014 This paper investigates the use of bootstrap-based bias correction of semi-parametric estimators of the long memory parameter in fractionally integrated processes.
Grose, Simone D. +2 more
core
How to Bootstrap Aalen-Johansen Processes for Competing Risks? Handicaps, Solutions and Limitations
, 2014 Statistical inference in competing risks models is often based on the famous Aalen-Johansen estimator. Since the corresponding limit process lacks independent increments, it is typically applied together with Lin's (1997) resampling technique involving ...
Dobler, Dennis, Pauly, Markus
core +2 more sources
Advanced Science, EarlyView.Using machine learning on a mega‐scale global dataset (n = 1,336,840) reveals a robust personality trait architecture beyond the Big Five. A Big Two model, broadly capturing social engagement and internal mentation, defines a geometric space that links personality to neurocognitive profiles.
Kaixiang Zhuang +7 more
wiley +1 more source
A stochastic approach for measuring the uncertainty of claims reserves
Revista Contabilidade & FinançasThis paper aims to obtain metrics for quantifying the variability of technical provisions for claims by making use of deterministic and stochastic models.
Bruno Domingues Ramos de Carvalho +1 more
doaj +1 more source
Physical Review LettersWe propose the gauge theory bootstrap, a method to compute the pion S matrix that describes the low-energy physics of the strong interaction and other similar gauge theories. The phase shifts of the S0, P1, and S2 waves obtained are in good agreement with experimental results.
He, Yifei, Kruczenski, Martin
openaire +3 more sources