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Another look at Bootstrapping the Student t-statistic
Bootstrap Conditional Central Limit Theorems Stochastically Weighted Partial Sums
2012/11/22
Let X, X_1,X_2,... be a sequence of i.i.d. random variables with mean $\mu=E X$. Let ${v_1^{(n)},...,v_n^{(n)}}_{n=1}^\infty$ be vectors of non-negative random variables (weights), independent of the ...
Bootstrapping data arrays of arbitrary order
Bayesian pigeonhole bootstrap online bagging online bootstrap
2011/7/5
In this paper we study a bootstrap strategy for estimating the variance of a mean taken over large multifactor crossed random effects data sets. We apply bootstrap reweighting independently to the lev...
On the bootstrapping heteroscedastic regression models
Bootstrap heteroscedastic regression ordinary least squares estimates
2009/9/21
The distributjons of deviations of point estimators for
parameters of iterest are essential in the evvaluation of the eficiency of
point estimators. The bootstrap method suggested by B. Efron is on...
The notion of ψ-weak dependence and its applications to bootstrapping time series
Autoregressive processes autoregressive bootstrap mixing weak dependence.
2009/5/18
We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear with time series bootst...
Bootstrapping confidence intervals for the change-point of time series
confidence intervals block bootstrap mixing change in mean
2010/4/29
We study an AMOC time series model with an abrupt change in the mean and
dependent errors that fulfill certain mixing conditions. We obtain confidence intervals
for the unknown change-point via boot...