Results 71 to 80 of about 7,005 (200)
, 1992 The bootstrap, extensively studied during the last decade, has become a powerful tool in different areas of Statistical Inference. In this work, we present the main ideas of bootstrap methodology in several contexts, citing the most relevant ...
Prada Sánchez, José Manuel +2 more
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Bias Adjustment for Mean Squared Error Estimation in M‐Quantile Models for Small Area Estimation
International Statistical Review, EarlyView.Summary M‐quantile (MQ) regression provides a robust and flexible alternative to mixed models for small area estimation. However, several theoretical aspects remain underexplored. In this paper, a parametric bootstrap method is proposed to approximate the distributions of area‐specific MQ coefficients and applied to adjust the bias in the mean squared ...
María Bugallo +3 more
wiley +1 more source
Goodness‐of‐Fit Tests for Positive Quadrant Dependence
International Statistical Review, EarlyView.Summary When two random variables are positive quadrant dependent (PQD), they are more likely to assume small (or large) values simultaneously compared with when the random variables are independent. This dependence structure is of interest in many areas, including finance, actuarial science and engineering.
Chuan‐Fa Tang, Joshua M. Tebbs
wiley +1 more source
What If... ? Robust Prediction Intervals for Unbalanced Samples
, 2005 A confidence interval is a standard way of expressing our uncertainty about the value of a population parameter. In survey sampling most methods of confidence interval estimation rely on “reasonable” assumptions to be true in order to achieve nominal ...
Chambers, R. L.
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Journal of Diabetes Investigation, EarlyView.In a longitudinal cohort of older adults with type 2 diabetes, incident ADL disability was evaluated. Higher HNA%, lower serum bilirubin, and older age independently predicted the risk of disability. Their combined assessment may offer clinically useful tools for identifying individuals at elevated risk of functional deterioration.
Yukihiro Inoguchi +10 more
wiley +1 more source
A new approach to bootstrap inference in functional coefficient models [PDF]
We introduce a new, factor based bootstrap approach which is robust under heteroskedastic error terms for inference in functional coefficient models. Modeling the functional coefficient parametrically, the bootstrap approximation of an F statistic is ...
Herwartz, Helmut, Xu, Fang
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Journal of Fish Biology, EarlyView.Abstract Marine heatwaves (MHWs) are increasing in high‐latitude oceans, yet behavioural responses of anadromous fishes to these potential stressors during short marine feeding seasons remain poorly understood. We combined acoustic telemetry (internal temperature and depth) with satellite‐derived sea surface temperature data to quantify Arctic char ...
Jessica E. Desforges +4 more
wiley +1 more source
Conditional quantile processes based on series or many regressors [PDF]
Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric QR series framework,
Victor Chernozhukov +2 more
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Heterogeneity in Manufacturing Growth Risk
Journal of Money, Credit and Banking, EarlyView.Abstract We analyze differences in output growth risk with respect to financial conditions across U.S. manufacturing industries. Using a multilevel quantile regression approach, we find that industries exhibit heterogeneous increases of downside risk in times of tight financial conditions, while upside potential remains stable.
DAAN OPSCHOOR +2 more
wiley +1 more source
Copula-based testing for dependence structures.. [PDF]
This thesis describes tests for specific dependence structures between two random variables, in particular: quadrant dependence, tail monotonicity and stochastic monotonicity.
Sznajder, Dominik
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