Detail page

Knowledge Web

Allgemeinbegriff

Bootstrap-Statistik

Resampling

Subject heading	Bootstrap-Statistik
Synonym	Bootstrap-Verfahren (B 1996)
Broader term	Resampling
Topic	Stochastik, Operations Research
Source	Lex. Stochastik (5. Aufl.) unter Resampling
Record type	Allgemeinbegriff
GND-Identifier	4139168-8
Record ID	041391683
Topic of show all Confidence Limits for Prediction Performance On select problems for univariate, multivariate and spatial stochastic processes Simultaneous Bootstrap Inference for Autocovariances and Autocorrelations under strict stationarity Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems Dimension Flexible and Adaptive Statistical Learning Graph bootstrap percolation and additive combinatorial constructions Statistical inference for the reserve risk Variability of optimal cutpoints in clinical psychology : simulation, software, and applications Bootstrap methods for inference in the Parks model Spectral-density-driven bootstrap and time series modeling on dynamic networks Bootstrap applications in finance : revisiting the equity premium puzzle Efficient global optimization: Motivation, variations and applications Nonparametric inference procedures for multi-state Markovian models with applications to incomplete life science data A subsampled double bootstrap for massive data On modeling financial risk with tail copulas Regional differences in measuring the technical efficiency of rice production in Vietnam : a metafrontier approach A local and probabilistic model for low-cycle fatigue : new aspects of structural analysis Modelling macroeconomic risk : the genesis of the European debt crisis Predicting financial crises : the (statistical) significance of the signals approach Robustness of clustering methods for identification of potential falsifications in survey data Sectoral trade freeness and agglomeration in the EU : an empirical test strategy Three Essays on Application of Semiparametric Regression: Partially Linear Mixed Effects Model and Index Model Robustness of clustering methods for identification of potential falsifications in survey data Semiparametric Structure Guided by Prior Knowledge with Applications in Economics The importance of estimation uncertainty in a multi-rating class loan portfolio The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio The trend is not your friend! : why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant Bootstrap Inference for K-Nearest Neighbour Matching Estimators Bootstrapping stationary ARMA-GARCH models Bootstrapping Stationary ARMA-GARCH Models The Stacked Leading Indicators Dynamic Factor Model : A Sensitivity Analysis of Forecast Accuracy Using Bootstrapping Theoretische Erweiterungen zu Modellen der Effizienzmessung und ihre interdisziplinäre Relevanz Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung : Vergleich des value at risk der Verlustverteilung des Kreditrisikos bei Verwendung von bootstrapping und einem asymptotischen Ansatz Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung : Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ansatz Bootstrap-Verfahren bei der Berechnung von Prognosen in (G)ARCH-Modellen Hybrid historical simulation VaR and ES : performance in developed and emerging markets Statistical issues in machine learning : towards reliable split selection and variable importance measures Statistical issues in machine learning : towards reliable split selection and variable importance measures The bootstrap : a powerful tool for signal processing Anwendungen des empirischen Likelihood-Schätzers der Fehlerverteilung in AR(1)-Prozessen Asymptotic Properties of Robust Three-Stage Procedure Based on Bootstrap for M-Estimator Autoregressive Aided Periodogram Bootstrap for Time Series Bootstrap Inference in Single Equation Error Correction Models Empirical Likelihood-based Inference in Linear Errors-in-Covariables Models with Validation Data Nichtparametrisches Bootstrap in heteroskedastischen Zeitreihen Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient Shape and topology constrained image segmentation with stochastic models Shape and topology constrained image segmentation with stochastic models Testing the Purchasing Power Parity in Pooled Systems of Error Correction Models The new Keynesian Phillips curve in Europe : does it fit or does it fail? Anwendungen des empirischen Likelihood-Schätzers der Fehlerverteilung in AR(1)-Prozessen Asymptotische Eigenschaften einer neuen Klasse von nichtparametrischen Zwei-Stichproben-Tests Asymptotische Eigenschaften einer neuen Klasse von nichtparametrischen Zwei-Stichproben-Tests Forecasting inflation with thick models and neural networks Nichtparametrisches Bootstrap in heteroskedastischen Zeitreihen Beiträge zur Stichprobentheorie und Anmerkungen zu einem Bootstrap-Grenzwertsatz Beiträge zur Stichprobentheorie und Anmerkungen zu einem Bootstrap-Grenzwertsatz Is the demand for Euro area M3 stable? : background study for the evaluation of the ECB's monetary policy strategy Adaptive bootstrap tests and its competitors in the C-sample location problem Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

Please note

The beta version does not yet contain all functions and information of the DNB portal catalogue. If you are missing information or want to order a medium, please visit the page in the DNB portal catalogue via the following link:

Katalog der Deutschen Nationalbibliothek

Bootstrap-Statistik

Confidence Limits for Prediction Performance

On select problems for univariate, multivariate and spatial stochastic processes

Simultaneous Bootstrap Inference for Autocovariances and Autocorrelations under strict stationarity

Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems

Dimension Flexible and Adaptive Statistical Learning

Graph bootstrap percolation and additive combinatorial constructions

Statistical inference for the reserve risk

Variability of optimal cutpoints in clinical psychology : simulation, software, and applications

Bootstrap methods for inference in the Parks model

Spectral-density-driven bootstrap and time series modeling on dynamic networks

Bootstrap applications in finance : revisiting the equity premium puzzle

Efficient global optimization: Motivation, variations and applications

Nonparametric inference procedures for multi-state Markovian models with applications to incomplete life science data

A subsampled double bootstrap for massive data

On modeling financial risk with tail copulas

Regional differences in measuring the technical efficiency of rice production in Vietnam : a metafrontier approach

A local and probabilistic model for low-cycle fatigue : new aspects of structural analysis

Modelling macroeconomic risk : the genesis of the European debt crisis

Predicting financial crises : the (statistical) significance of the signals approach

Robustness of clustering methods for identification of potential falsifications in survey data

Sectoral trade freeness and agglomeration in the EU : an empirical test strategy

Three Essays on Application of Semiparametric Regression: Partially Linear Mixed Effects Model and Index Model

Robustness of clustering methods for identification of potential falsifications in survey data

Semiparametric Structure Guided by Prior Knowledge with Applications in Economics

The importance of estimation uncertainty in a multi-rating class loan portfolio

The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio

The trend is not your friend! : why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant

Bootstrap Inference for K-Nearest Neighbour Matching Estimators

Bootstrapping stationary ARMA-GARCH models

Bootstrapping Stationary ARMA-GARCH Models

The Stacked Leading Indicators Dynamic Factor Model : A Sensitivity Analysis of Forecast Accuracy Using Bootstrapping

Theoretische Erweiterungen zu Modellen der Effizienzmessung und ihre interdisziplinäre Relevanz

Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung : Vergleich des value at risk der Verlustverteilung des Kreditrisikos bei Verwendung von bootstrapping und einem asymptotischen Ansatz

Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung : Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ansatz

Bootstrap-Verfahren bei der Berechnung von Prognosen in (G)ARCH-Modellen

Hybrid historical simulation VaR and ES : performance in developed and emerging markets

Statistical issues in machine learning : towards reliable split selection and variable importance measures

Statistical issues in machine learning : towards reliable split selection and variable importance measures

The bootstrap : a powerful tool for signal processing

Anwendungen des empirischen Likelihood-Schätzers der Fehlerverteilung in AR(1)-Prozessen

Asymptotic Properties of Robust Three-Stage Procedure Based on Bootstrap for M-Estimator

Autoregressive Aided Periodogram Bootstrap for Time Series

Bootstrap Inference in Single Equation Error Correction Models

Empirical Likelihood-based Inference in Linear Errors-in-Covariables Models with Validation Data

Nichtparametrisches Bootstrap in heteroskedastischen Zeitreihen

Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient

Shape and topology constrained image segmentation with stochastic models

Shape and topology constrained image segmentation with stochastic models

Testing the Purchasing Power Parity in Pooled Systems of Error Correction Models

The new Keynesian Phillips curve in Europe : does it fit or does it fail?

Anwendungen des empirischen Likelihood-Schätzers der Fehlerverteilung in AR(1)-Prozessen

Asymptotische Eigenschaften einer neuen Klasse von nichtparametrischen Zwei-Stichproben-Tests

Asymptotische Eigenschaften einer neuen Klasse von nichtparametrischen Zwei-Stichproben-Tests

Forecasting inflation with thick models and neural networks

Nichtparametrisches Bootstrap in heteroskedastischen Zeitreihen

Beiträge zur Stichprobentheorie und Anmerkungen zu einem Bootstrap-Grenzwertsatz

Beiträge zur Stichprobentheorie und Anmerkungen zu einem Bootstrap-Grenzwertsatz

Is the demand for Euro area M3 stable? : background study for the evaluation of the ECB's monetary policy strategy

Adaptive bootstrap tests and its competitors in the C-sample location problem

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form