نتایج جستجو برای: Bootstrap
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One of the main goals of studying the time series is estimation of prediction interval based on an observed sample path of the process. In recent years, different semiparametric bootstrap methods have been proposed to find the prediction intervals without any assumption of error distribution. In semiparametric bootstrap methods, a linear process is approximated by an autoregressive process. The...
this study investigates issues on efficiency and elasticity of broiler production in peninsular malaysia. data from 296 broiler farms were subjected to sfa, dea and bootstrap methods for technical efficiency; translog and tobit regression analyses to estimate elasticity of production and determinants of efficiency respectively in broiler production. we found that farmers produce mean efficiency...
many empirical papers have applied a semi-parametric two-stage procedure named tobit model to investigate the sources of inefficiency in different industries over the last two decades. using this approach in small samples has recently been criticized for a possible bias in its results. in very recent papers simar and wilson (2007) have tackled this problem by suggesting an alternative bootstrap...
1 The asymptotic refinements attributable to the block bootstrap for time series are not as large as those of the nonparametric iid bootstrap or the parametric bootstrap. One reason is that the independence between the blocks in the block bootstrap sample does not mimic the dependence structure of the original sample. This is the join-point problem. In this paper, we propose a method of solving...
The asymptotic refinements attributable to the block bootstrap for time series are not as large as those of the nonparametric iid bootstrap or the parametric bootstrap. One reason is that the independence between the blocks in the block bootstrap sample does not mimic the dependence structure of the original sample. This is the joinpoint problem. In this paper, we propose a method of solving th...
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