On resampling techniques for regression models
AbstractResampling techniques like the bootstrap are examined for functions of the parameters of a linear model. A weighted resampling method analogous to the weighted jackknife developed by Hinkley (1977) is proposed for regression models.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 2 (1984)
Issue (Month): 5 (October)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Carole Siani & Christian de Peretti, 2006. "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006 301, Society for Computational Economics.
- Matteo Mogliani & Giovanni Urga & Carlos Winograd, 2009. "Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006," Working Papers halshs-00575107, HAL.
- Christian de Peretti, 2003. "Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market," Computational Economics, Society for Computational Economics, vol. 22(2), pages 187-212, October.
- Russell Davidson & James G. MacKinnon, 1996.
"The Size and Power of Bootstrap Tests,"
932, Queen's University, Department of Economics.
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