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本文以2011 ~ 2013年沪市国有控股上市公司为样本，运用Bootstrap法建立路径模型研究投资效率在高管团队特征与企业绩效之间的中介效应。通过实证研究和中介检验发现：投资效率在高管团队背景特征与企业绩效之间、激励特征与企业绩效之间均存在中介效应，在约束特征与企业绩效之间则不存在中介效应。进一步检验发现，高管的年龄、教育水平、任职期限、女性高管比例、薪酬这五个特征均影响投资效率进而影响到企业...
寿命分布的参数Bootstrap拟合优度检验方法
参数Bootstrap 拟合优度检验 寿命分布
2016/6/7
拟合优度检验在统计和可靠性等领域具有非常重要的地位，基于参数Bootstrap重采样的思想，对未知参数的常用寿命分布进行拟合优度检验。数值仿真结果表明，相对于传统的经验分布函数检验，这种基于参数Bootstrap的拟合优度检验具有更高的功效，特别是在小样本的情况下，优势明显。
寿命分布的参数Bootstrap拟合优度检验方法
参数Bootstrap 拟合优度检验 寿命分布
2016/7/15
拟合优度检验在统计和可靠性等领域具有非常重要的地位，基于参数Bootstrap重采样的思想，对未知参数的常用寿命分布进行拟合优度检验。数值仿真结果表明，相对于传统的经验分布函数检验，这种基于参数Bootstrap的拟合优度检验具有更高的功效，特别是在小样本的情况下，优势明显。
中介效应分析：原理、程序、Bootstrap方法及其应用
中介效应 因果逐步回归法 Bootstrap方法
2014/5/19
以往研究中，中介效应分析普遍参照Baron和Kenny（1986）的因果逐步回归分析法进行中介检验。但是，近年来诸多学者对该方法的合理性和有效性提出质疑。在此背景下，本研究对国际上近年来提出的最新中介效应检验程序和Bootstrap方法进行提炼总结，详细阐述了中介效应分析的原理、程序、以及使用Bootstrap方法的具体步骤。更为重要的是，本文不仅介绍了简单中介效应的检验，还对于研究中经常遇到的复...
Weighted bootstrap in GARCH models
asymptotic distribution bootstrap confidence region,GARCH model quasi maximum likelihood
2012/11/22
GARCH models are useful tools in the investigation of phenomena, where volatility changes are prominent features, like most financial data. The parameter estimation via quasi maximum likelihood (QMLE)...
本文检测非参数回归模型均值函数结构变点，针对均值函数跃度的长期均值为零时，基于残量的CUSUM统计量对均值函数结构变点检验无效的问题，本文提出了一种基于均值函数的核估计的检验统计量，得到统计量在原假设和备择假设下的极限分布，并构造Bootstrap方法对非参数回归模型均值函数结构变点进行检验，证明了检验和估计的一致性；模拟结果表明本文方法明显优于已有方法。
有效的资金支持是技术创新进行的必要条件。从理论上分析了科技金融支持对技术创新的促进机制,并基于1994-2008年时间序列数据,采用小样本可靠的Bootstrap仿真方法,对我国科技金融发展与技术创新进行了Granger因果关系的实证检验,得到如下结论:科技金融体系框架中的财政科技投入、科技资本市场与风险投资支持均对技术创新具有促进作用,但银行科技信贷对技术创新的促进作用不显著。研究还发现,我国科...
General bootstrap for dual phi-divergences estimates
Bootstrap consistency weighted bootstrap Kaplan-Meier
2011/7/5
A general notion of bootstrapped $\phi$-divergences estimates constructed by exchangeably weighting sample is introduced.
Multiplier bootstrap of tail copulas - with applications
copulas Multiplier bootstrap of tail applications
2011/3/18
In the problem of estimating the lower and upper tail copula we propose two bootstrap procedures for approximating the distribution of the corresponding empirical tail copulas. The first method ...
Edgeworth expansions and bootstrap for degenerate von Mises statistics
Edgeworth expansions bootstrap for degenerate Mises statistics
2009/9/22
We prove Edgeworth expansions for degenerate von
Mises statistics like the Beran, Watson, and Cram&-von Mises
goodness-of-fit statistics. Furthermore, we show that the bootstrap
approximation works...
ON THE CONSTRUCTION AND PROPERTIES OF BOOTSTRAP-t PREDICTION INTERVALS FOR STATIONARY TIME SERIES
Prediction intervals sieve bootstrap-t method of sieves
2009/9/18
We consider the construction of unconditional bootstrap-
t prediction intervals for stationary time series. Our approach
relies on the sieve bootstrap resampling scheme introduced by
Biihlmann.
Ba...
Bootstrap of means under stratified sampling
Cluster sampling bootstrap second-order asymptotic
2009/9/16
In a two-stage cluster sampling procedure, $n$ random populations are drawn independently from independent populations and a sub-sample of observations is taken in each of them. The estimator of the g...
Approximation for general bootstrap of empirical processes with an application to kernel-type density estimation
General bootstrap Brownian bridge Best approximation kernel density estimator
2010/3/19
The purpose of this note is to provide an approximation for the generalized bootstrapped empirical process achieving the rate in Komlós et al. (1975). The proof is based onmuch the same arguments used...
Distributions and the Bootstrap Method of Some Statistics in Principal Canonical Correlation Analysis
canonical correlation analysis perturbation method principal component
2009/3/5
We investigate the canonical correlation of the principal components from two populations, and attain the limiting distribution using the perturbation expansion of the canonical correlation estimate. ...
A note on the stationary bootstrap's variance
Asymptotic expansion block bootstrap periodogram spectralestimation
2010/3/18
Because the stationary bootstrap resamples data blocks of random
length, this method has been thought to have the largest asymptotic
variance among block bootstraps Lahiri [Ann. Statist. 27 (1999)
...