Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 8 of 8 for “"Block Bootstrap"”.
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Statistical analysis of networks with community structure and bootstrap methods for big data
… The second part of this dissertation concerns bootstrap methods for big data. Statistical analysis of networks with community structure: Networks are ubiquitous in today's world --- network data appears from varied fields such as scientific studies, sociology, technology, social media and the …
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Likelihood Ratio Combination of Multiple Biomarkers and Change Point Detection in Functional Time Series
… may perform poorly with complex data, or use bootstrap approaches in forms that fall short in effectively detecting diverse change functions. In our study, we propose a novel self-normalized test for functional time series implemented via a non-overlapping block bootstrap to circumvent …
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Essays on technical analysis in financial markets
… and testing for clustering by developing a block bootstrap procedure. A few significant ratios appear to support such anchoring by the market, but no more than would be expected by chance. The thesis then reports a survey based experiment that tests whether individuals themselves do have an …
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Statistical issues and developments in time series analysis and educational measurement
… time series. It is well known that the moving block bootstrap method produces an inconsistent estimator of the distribution of the normalized sample mean when its limiting distribution is not normal. The subsampling method of Hall, Lahiri and Jing (1998) produces a consistent estimator but …
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Network Analysis of the Financial Sector: A Comprehensive Perspective with Adaptive Joint LASSO Method
… in financial networks. Integrating a moving-block bootstrap method (MBB) into the framework, I can investigate how the observed shocks transform the financial networks. 3. My conceptual contribution is that I characterize and analyze illiquidity networks. The liquidity concerns are globally …
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Quantifying methodological uncertainties and navigating feasibilities in monitoring of cerebral autoregulation - Towards individualised management of TBI.
… including simple summary statistics, parametric bootstrap, stationary block bootstrap, and Bayesian inference. Among these, the parametric bootstrap for Phase Shift (PS) metric of CA proved the most promising, offering robust estimates of uncertainty. Additionally, deep learning methods were …
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Three essays in econometrics
… of distortion. We propose a size-corrected bootstrap inference, thereby avoiding the nuisance parameter estimation. The bootstrap consistency is shown even with the non-stationary predictors and conditionally heteroskedastic innovations. Our Monte Carlo simulation confirms the significantly …