Nonparametric Bootstrap Tests for Independence of Generalized Errors

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)

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Book Synopsis Nonparametric Bootstrap Tests for Independence of Generalized Errors by : Zaichao Du

Download or read book Nonparametric Bootstrap Tests for Independence of Generalized Errors written by Zaichao Du and published by . This book was released on 2015 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, we develop a general method of testing for independence when unobservable generalized errors are involved. Our method can be applied to testing for serial independence of generalized errors, and testing for independence between the generalized errors and observable covariates. The former can serve as a unified approach to testing adequacy of time series models, as model adequacy often implies that the generalized errors obtained after a suitable transformation are independent and identically distributed. The latter is a key identification assumption in many nonlinear economic models. Our tests are based on a classical sample dependence measure, the Hoeffding-Blum-Kiefer-Rosenblat-type empirical process applied to generalized residuals. We establish a uniform expansion of the process, thereby deriving an explicit expression for the parameter estimation effect, which causes our tests not to be nuisance parameter-free. To circumvent this problem, we propose a multiplier-type bootstrap to approximate the limit distribution. Our bootstrap procedure is computationally very simple as it does not require a reestimation of the parameters in each bootstrap replication. In a simulation study, we apply our method to test the adequacy of ARMA-GARCH and Hansen (1994) skewed t models, and document a good finite sample performance of our test. Finally, an empirical application to daily exchange rate data highlights the merits of our approach.

An Introduction to the Bootstrap

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Publisher : CRC Press
ISBN 13 : 9780412042317
Total Pages : 456 pages
Book Rating : 4.0/5 (423 download)

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Book Synopsis An Introduction to the Bootstrap by : Bradley Efron

Download or read book An Introduction to the Bootstrap written by Bradley Efron and published by CRC Press. This book was released on 1994-05-15 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistics is a subject of many uses and surprisingly few effective practitioners. The traditional road to statistical knowledge is blocked, for most, by a formidable wall of mathematics. The approach in An Introduction to the Bootstrap avoids that wall. It arms scientists and engineers, as well as statisticians, with the computational techniques they need to analyze and understand complicated data sets.

Bootstrap Methods and Their Application

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Publisher : Cambridge University Press
ISBN 13 : 9780521574716
Total Pages : 606 pages
Book Rating : 4.5/5 (747 download)

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Book Synopsis Bootstrap Methods and Their Application by : A. C. Davison

Download or read book Bootstrap Methods and Their Application written by A. C. Davison and published by Cambridge University Press. This book was released on 1997-10-28 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt: Disk contains the library functions and documentation for use with Splus for Windows.

An Introduction to Bootstrap Methods with Applications to R

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Publisher : John Wiley & Sons
ISBN 13 : 1118625412
Total Pages : 318 pages
Book Rating : 4.1/5 (186 download)

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Book Synopsis An Introduction to Bootstrap Methods with Applications to R by : Michael R. Chernick

Download or read book An Introduction to Bootstrap Methods with Applications to R written by Michael R. Chernick and published by John Wiley & Sons. This book was released on 2014-08-21 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to bootstrap methods in the R programming environment Bootstrap methods provide a powerful approach to statistical data analysis, as they have more general applications than standard parametric methods. An Introduction to Bootstrap Methods with Applications to R explores the practicality of this approach and successfully utilizes R to illustrate applications for the bootstrap and other resampling methods. This book provides a modern introduction to bootstrap methods for readers who do not have an extensive background in advanced mathematics. Emphasis throughout is on the use of bootstrap methods as an exploratory tool, including its value in variable selection and other modeling environments. The authors begin with a description of bootstrap methods and its relationship to other resampling methods, along with an overview of the wide variety of applications of the approach. Subsequent chapters offer coverage of improved confidence set estimation, estimation of error rates in discriminant analysis, and applications to a wide variety of hypothesis testing and estimation problems, including pharmaceutical, genomics, and economics. To inform readers on the limitations of the method, the book also exhibits counterexamples to the consistency of bootstrap methods. An introduction to R programming provides the needed preparation to work with the numerous exercises and applications presented throughout the book. A related website houses the book's R subroutines, and an extensive listing of references provides resources for further study. Discussing the topic at a remarkably practical and accessible level, An Introduction to Bootstrap Methods with Applications to R is an excellent book for introductory courses on bootstrap and resampling methods at the upper-undergraduate and graduate levels. It also serves as an insightful reference for practitioners working with data in engineering, medicine, and the social sciences who would like to acquire a basic understanding of bootstrap methods.

Nonparametric Bootstrap Tests for the Generalized Behrens-Fisher Problem

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (631 download)

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Book Synopsis Nonparametric Bootstrap Tests for the Generalized Behrens-Fisher Problem by :

Download or read book Nonparametric Bootstrap Tests for the Generalized Behrens-Fisher Problem written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Multiple Testing Procedures with Applications to Genomics

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Publisher : Springer Science & Business Media
ISBN 13 : 0387493174
Total Pages : 611 pages
Book Rating : 4.3/5 (874 download)

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Book Synopsis Multiple Testing Procedures with Applications to Genomics by : Sandrine Dudoit

Download or read book Multiple Testing Procedures with Applications to Genomics written by Sandrine Dudoit and published by Springer Science & Business Media. This book was released on 2007-12-18 with total page 611 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book establishes the theoretical foundations of a general methodology for multiple hypothesis testing and discusses its software implementation in R and SAS. These are applied to a range of problems in biomedical and genomic research, including identification of differentially expressed and co-expressed genes in high-throughput gene expression experiments; tests of association between gene expression measures and biological annotation metadata; sequence analysis; and genetic mapping of complex traits using single nucleotide polymorphisms. The procedures are based on a test statistics joint null distribution and provide Type I error control in testing problems involving general data generating distributions, null hypotheses, and test statistics.

Bootstrapping

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Publisher : SAGE
ISBN 13 : 9780803953819
Total Pages : 84 pages
Book Rating : 4.9/5 (538 download)

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Book Synopsis Bootstrapping by : Christopher Z. Mooney

Download or read book Bootstrapping written by Christopher Z. Mooney and published by SAGE. This book was released on 1993-08-09 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book is. . . clear and well-written. . . anyone with any interest in the basis of quantitative analysis simply must read this book. . . . well-written, with a wealth of explanation. . ." --Dougal Hutchison in Educational Research Using real data examples, this volume shows how to apply bootstrapping when the underlying sampling distribution of a statistic cannot be assumed normal, as well as when the sampling distribution has no analytic solution. In addition, it discusses the advantages and limitations of four bootstrap confidence interval methods--normal approximation, percentile, bias-corrected percentile, and percentile-t. The book concludes with a convenient summary of how to apply this computer-intensive methodology using various available software packages.

General Technical Report SO.

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Publisher :
ISBN 13 :
Total Pages : 682 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis General Technical Report SO. by :

Download or read book General Technical Report SO. written by and published by . This book was released on 1977 with total page 682 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonparametric Bootstrap Tests for the Generalized Behrens-Fisher Problem

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Publisher :
ISBN 13 :
Total Pages : 110 pages
Book Rating : 4.:/5 (717 download)

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Book Synopsis Nonparametric Bootstrap Tests for the Generalized Behrens-Fisher Problem by : Paul Cotofrei

Download or read book Nonparametric Bootstrap Tests for the Generalized Behrens-Fisher Problem written by Paul Cotofrei and published by . This book was released on 2003 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Exploring the Limits of Bootstrap

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Publisher : John Wiley & Sons
ISBN 13 : 9780471536314
Total Pages : 462 pages
Book Rating : 4.5/5 (363 download)

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Book Synopsis Exploring the Limits of Bootstrap by : Raoul LePage

Download or read book Exploring the Limits of Bootstrap written by Raoul LePage and published by John Wiley & Sons. This book was released on 1992-04-16 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explores the application of bootstrap to problems that place unusual demands on the method. The bootstrap method, introduced by Bradley Efron in 1973, is a nonparametric technique for inferring the distribution of a statistic derived from a sample. Most of the papers were presented at a special meeting sponsored by the Institute of Mathematical Statistics and the Interface Foundation in May, 1990.

Bootstrap Tests for Regression Models

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Publisher : Springer
ISBN 13 : 0230233732
Total Pages : 342 pages
Book Rating : 4.2/5 (32 download)

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Book Synopsis Bootstrap Tests for Regression Models by : L. Godfrey

Download or read book Bootstrap Tests for Regression Models written by L. Godfrey and published by Springer. This book was released on 2009-07-29 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.

Nonparametric Statistics and Mixture Models

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Publisher : World Scientific
ISBN 13 : 9814340561
Total Pages : 370 pages
Book Rating : 4.8/5 (143 download)

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Book Synopsis Nonparametric Statistics and Mixture Models by : David R. Hunter

Download or read book Nonparametric Statistics and Mixture Models written by David R. Hunter and published by World Scientific. This book was released on 2011 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: This festschrift includes papers authored by many collaborators, colleagues, and students of Professor Thomas P Hettmansperger, who worked in research in nonparametric statistics, rank statistics, robustness, and mixture models during a career that spanned nearly 40 years. It is a broad sample of peer-reviewed, cutting-edge research related to nonparametrics and mixture models.

Nonparametric Tests for Complete Data

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Publisher : John Wiley & Sons
ISBN 13 : 1118601823
Total Pages : 191 pages
Book Rating : 4.1/5 (186 download)

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Book Synopsis Nonparametric Tests for Complete Data by : Vilijandas Bagdonavicius

Download or read book Nonparametric Tests for Complete Data written by Vilijandas Bagdonavicius and published by John Wiley & Sons. This book was released on 2013-02-04 with total page 191 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concerns testing hypotheses in non-parametric models. Classical non-parametric tests (goodness-of-fit, homogeneity, randomness, independence) of complete data are considered. Most of the test results are proved and real applications are illustrated using examples. Theories and exercises are provided. The incorrect use of many tests applying most statistical software is highlighted and discussed.

Applied Nonparametric Statistical Methods, Fourth Edition

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Publisher : CRC Press
ISBN 13 : 158488701X
Total Pages : 541 pages
Book Rating : 4.5/5 (848 download)

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Book Synopsis Applied Nonparametric Statistical Methods, Fourth Edition by : Peter Sprent

Download or read book Applied Nonparametric Statistical Methods, Fourth Edition written by Peter Sprent and published by CRC Press. This book was released on 2007-03-06 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: While preserving the clear, accessible style of previous editions, Applied Nonparametric Statistical Methods, Fourth Edition reflects the latest developments in computer-intensive methods that deal with intractable analytical problems and unwieldy data sets. Reorganized and with additional material, this edition begins with a brief summary of some relevant general statistical concepts and an introduction to basic ideas of nonparametric or distribution-free methods. Designed experiments, including those with factorial treatment structures, are now the focus of an entire chapter. The text also expands coverage on the analysis of survival data and the bootstrap method. The new final chapter focuses on important modern developments, such as large sample methods and computer-intensive applications. Keeping mathematics to a minimum, this text introduces nonparametric methods to undergraduate students who are taking either mainstream statistics courses or statistics courses within other disciplines. By giving the proper attention to data collection and the interpretation of analyses, it provides a full introduction to nonparametric methods.

Applied Regression Analysis and Generalized Linear Models

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Publisher : SAGE Publications
ISBN 13 : 1483321312
Total Pages : 612 pages
Book Rating : 4.4/5 (833 download)

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Book Synopsis Applied Regression Analysis and Generalized Linear Models by : John Fox

Download or read book Applied Regression Analysis and Generalized Linear Models written by John Fox and published by SAGE Publications. This book was released on 2015-03-18 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt: Combining a modern, data-analytic perspective with a focus on applications in the social sciences, the Third Edition of Applied Regression Analysis and Generalized Linear Models provides in-depth coverage of regression analysis, generalized linear models, and closely related methods, such as bootstrapping and missing data. Updated throughout, this Third Edition includes new chapters on mixed-effects models for hierarchical and longitudinal data. Although the text is largely accessible to readers with a modest background in statistics and mathematics, author John Fox also presents more advanced material in optional sections and chapters throughout the book. Accompanying website resources containing all answers to the end-of-chapter exercises. Answers to odd-numbered questions, as well as datasets and other student resources are available on the author′s website. NEW! Bonus chapter on Bayesian Estimation of Regression Models also available at the author′s website.

Bootstrap Tests for the Error Distribution in Linear and Nonparametric Regression Models

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Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (255 download)

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Book Synopsis Bootstrap Tests for the Error Distribution in Linear and Nonparametric Regression Models by : Natalie Neumeyer

Download or read book Bootstrap Tests for the Error Distribution in Linear and Nonparametric Regression Models written by Natalie Neumeyer and published by . This book was released on 2004 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Statistical Testing Strategies in the Health Sciences

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Publisher : CRC Press
ISBN 13 : 1498730841
Total Pages : 703 pages
Book Rating : 4.4/5 (987 download)

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Book Synopsis Statistical Testing Strategies in the Health Sciences by : Albert Vexler

Download or read book Statistical Testing Strategies in the Health Sciences written by Albert Vexler and published by CRC Press. This book was released on 2017-12-19 with total page 703 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Testing Strategies in the Health Sciences provides a compendium of statistical approaches for decision making, ranging from graphical methods and classical procedures through computationally intensive bootstrap strategies to advanced empirical likelihood techniques. It bridges the gap between theoretical statistical methods and practical procedures applied to the planning and analysis of health-related experiments. The book is organized primarily based on the type of questions to be answered by inference procedures or according to the general type of mathematical derivation. It establishes the theoretical framework for each method, with a substantial amount of chapter notes included for additional reference. It then focuses on the practical application for each concept, providing real-world examples that can be easily implemented using corresponding statistical software code in R and SAS. The book also explains the basic elements and methods for constructing correct and powerful statistical decision-making processes to be adapted for complex statistical applications. With techniques spanning robust statistical methods to more computationally intensive approaches, this book shows how to apply correct and efficient testing mechanisms to various problems encountered in medical and epidemiological studies, including clinical trials. Theoretical statisticians, medical researchers, and other practitioners in epidemiology and clinical research will appreciate the book’s novel theoretical and applied results. The book is also suitable for graduate students in biostatistics, epidemiology, health-related sciences, and areas pertaining to formal decision-making mechanisms.