Recent developments in bootstrapping time series
J Berkowitz, L Kilian - Econometric Reviews, 2000 - Taylor & Francis
In recent years, many exciting developments have taken place in bootstrapping time series.
Advances have proceeded along a number of distinct paths. Some authors have focused on …
Advances have proceeded along a number of distinct paths. Some authors have focused on …
Bootstrap methods in econometrics
JL Horowitz - Annual Review of Economics, 2019 - annualreviews.org
The bootstrap is a method for estimating the distribution of an estimator or test statistic by
resampling one's data or a model estimated from the data. Under conditions that hold in a …
resampling one's data or a model estimated from the data. Under conditions that hold in a …
Bias correction in species distribution models: pooling survey and collection data for multiple species
Presence‐only records may provide data on the distributions of rare species, but commonly
suffer from large, unknown biases due to their typically haphazard collection schemes …
suffer from large, unknown biases due to their typically haphazard collection schemes …
Statistical methods for dynamic treatment regimes
B Chakraborty, EE Moodie - Springer-Verlag. doi, 2013 - Springer
This book was written to summarize and describe the state of the art of statistical methods
developed to address questions of estimation and inference for dynamic treatment regimes …
developed to address questions of estimation and inference for dynamic treatment regimes …
A reality check for data snooping
H White - Econometrica, 2000 - Wiley Online Library
Data snooping occurs when a given set of data is used more than once for purposes of
inference or model selection. When such data reuse occurs, there is always the possibility …
inference or model selection. When such data reuse occurs, there is always the possibility …
[图书][B] Computational statistics
GH Givens, JA Hoeting - 2012 - books.google.com
This new edition continues to serve as a comprehensive guide to modern and classical
methods of statistical computing. The book is comprised of four main parts spanning the …
methods of statistical computing. The book is comprised of four main parts spanning the …
[图书][B] Resampling methods for dependent data
SN Lahiri - 2013 - books.google.com
This is a book on bootstrap and related resampling methods for temporal and spatial data
exhibiting various forms of dependence. Like the resam pling methods for independent data …
exhibiting various forms of dependence. Like the resam pling methods for independent data …
Climate time series analysis
M Mudelsee - Atmospheric and, 2010 - Springer
This is the second edition of Climate Time Series Analysis which was first published in 2010.
In this digital age, a second edition means not that the first edition of a book has been sold …
In this digital age, a second edition means not that the first edition of a book has been sold …
False discoveries in mutual fund performance: Measuring luck in estimated alphas
This paper develops a simple technique that controls for “false discoveries,” or mutual funds
that exhibit significant alphas by luck alone. Our approach precisely separates funds into (1) …
that exhibit significant alphas by luck alone. Our approach precisely separates funds into (1) …
Automatic block-length selection for the dependent bootstrap
DN Politis, H White - Econometric reviews, 2004 - Taylor & Francis
We review the different block bootstrap methods for time series, and present them in a
unified framework. We then revisit a recent result of Lahiri [Lahiri, SN (1999b). Theoretical …
unified framework. We then revisit a recent result of Lahiri [Lahiri, SN (1999b). Theoretical …