Results 41 to 49 of about 445 (49)

ON THE COMPARISON OF BAYESIAN INFORMATION CRITERION AND DRAPER'S INFORMATION CRITERION IN SELECTION OF AN ASYMMETRIC PRICE RELATIONSHIP: BOOTSTRAP SIMULATION RESULTS [PDF]

Russian Journal of Agricultural and Socio-Economic Sciences, 2013
Alternative formulations of the Bayesian Information Criteria provide a basis for choosing between competing methods for detecting price asymmetry. However, very little is understood about their performance in the asymmetric price transmission modelling ...
Henry de-Graft Acquah, Joseph Acquah
doaj  

Parametric and nonparametric bootstrap: an analysis of indoor air data from Kuwait

Kuwait Journal of Science, 2018
This paper discusses the performance of parametric and nonparametric bootstrap for confidence interval (CI) estimation applied to fine particulate matter (PM2.5) data.
Sana BuHamra, Noriah Al-Kandari, Meshari Al-Harbi   +2 more
doaj  

Seasonal Anomalies in TEHRAN Stock Exchange Returns Non Parametric Bootstrap Approach [PDF]

تحقیقات مالی, 2011
Because of the heterogeneity in behavior, in the real world prices may deviate substantially and persistently from their fundamental values. Of course, if these heterogeneous elements play a rather minor role then asset prices and rates of return will be
Mohsen Nazari, Elham Farzanegan
doaj  

MANOVA for Nested Designs with Unequal Cell Sizes and Unequal Cell Covariance Matrices

Journal of Applied Mathematics, 2014
We propose and study parametric bootstrap (PB) tests for heteroscedastic two-factor MANOVA with nested designs. For the problem of testing “main effects” of both factors, we develop a flexible test based on a parametric bootstrap approach. The PB test is
Li-Wen Xu
doaj   +1 more source

A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models

Econometrics, 2015
Estimation results obtained by parametric models may be seriously misleading when the model is misspecified or poorly approximates the true model. This study proposes a test that jointly tests the specifications of multiple response probabilities in ...
Masamune Iwasawa
doaj   +1 more source

A Non-parametric Bootstrap Method for Kinetic Monte Carlo Variance Reduction [PDF]

EPJ Web of Conferences
A new variance reduction technique for Monte Carlo transport methods is investigated. This approach is based on non-parametric bootstrapping, a statistical inference and resampling method which is used to generate simulated samples of Monte Carlo scores ...
Skretteberg Martin, Cosgrove Paul, Kowalski Mikolaj   +2 more
doaj   +1 more source

THE RESEARCH OF BOOTSTRAP ADAPTATION DURING INITIAL GAS TURBINE ENGINE PARAMETERS PROCESSING

Научный вестник МГТУ ГА, 2016
This article is dealing with the research of bootstrap adaptation during initial air-jet engine parameters processing in trend analysis. Types of bootstrap and its adaptation are shown. Optimal bootstrap variation length is chosen.
K. A. Sorokin
doaj  

Assessing Variable Importance for Best Subset Selection

Entropy
One of the primary issues that arises in statistical modeling pertains to the assessment of the relative importance of each variable in the model. A variety of techniques have been proposed to quantify variable importance for regression models.
Jacob Seedorff, Joseph E. Cavanaugh
doaj   +1 more source

Bootstrap Initialization of MLE for Infinite Mixture Distributions with Applications in Insurance Data

Risks
Maximum likelihood estimation (MLE) in infinite mixture distributions often lacks closed-form solutions, requiring numerical methods such as the Newton–Raphson algorithm.
Aceng Komarudin Mutaqin
doaj   +1 more source