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 …

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 …

Bias correction in species distribution models: pooling survey and collection data for multiple species

W Fithian, J Elith, T Hastie… - Methods in Ecology and …, 2015 - Wiley Online Library
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 …

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 …

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 …

[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 …

[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 …

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 …

False discoveries in mutual fund performance: Measuring luck in estimated alphas

L Barras, O Scaillet, R Wermers - The journal of finance, 2010 - Wiley Online Library
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) …

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 …