Vol. 21, No. 1, RES CONFERENCE 2016: SPECIAL ISSUE ON MODEL SELECTION AND INFERENCE (2018), pp. 1-10 (10 pages) The bootstrap is a popular and useful tool for estimating the asymptotic variance of ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Rubin & Schenker (1986) proposed the approximate Bayesian bootstrap, a two-stage resampling procedure, as a method of creating multiple imputations when missing data are ignorable. Kim (2002) showed ...
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