Implementing the double bootstrap

DOI10.1023/A:1008637230094zbMATH Open0912.90058OpenAlexW1489218498MaRDI QIDQ1273458FDOQ1273458

Authors: B. D. McCullough, H. D. Vinod 

Publication date: 7 December 1998

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008637230094

Recommendations

• Implementing the single bootstrap: Some computational considerations
• Double-bootstrap methods that use a single double-bootstrap simulation
• scientific article; zbMATH DE number 65145
• Computationally efficient double bootstrap variance estimation

zbMATH Keywords

confidence intervalsnonlinear regressionCobb-Douglas production functiondouble bootstraptranslog

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Production theory, theory of the firm (91B38)

Cited In (7)

• Foundations of multivariate inference using modern computers
• Simultaneous adjustment of bias and coverage probabilities for confidence intervals
• Confidence interval estimation of overlap: equal means case.
• Bootstrap confidence intervals for the parameter of zero-truncated Poisson-Ishita distribution
• FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
• Foundations of statistical inference based on numerical roots of robust pivot functions
• Combining neural networks for function approximation under conditions of sparse data: the biased regression approach

This page was built for publication: Implementing the double bootstrap

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1273458)