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 20 of 29 for “"Bootstrap methods"”.
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Bootstrap methods and parameter estimation in time series threshold modelling
The aim of this thesis is to investigate of bootstrap methods (Efron, 1979), in the the performance estimation of parameter estimates in non-linear time series models, in particular SETAR models (Tong, 1993). First and higher order SETAR models in known and unknown thresholds cases are considered. …
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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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A Comparison of Kernel Equating and Traditional Equipercentile Equating Methods and the Parametric Bootstrap Methods for Estimating Standard Errors in Equipercentile Equating
… method to traditional equipercentile equating methods under the equivalent-groups (EG) design and the nonequivalent-groups with anchor test (NEAT) design and (b) to apply the parametric bootstrap method for estimating standard errors of equating. A two-parameter logistic item response theory …
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Application of Transformations for Orthogonality
… of these transformations. We consider bootstrap methods for forming interval estimates of the contribution of individual variables to a Mahalanobis distance and their percentages. New bootstrap methods are proposed and compared with the percentile, bias-corrected percentile, …
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Bootstrap Techniques in Flat Space and Cosmology
… models. It is therefore essential to develop methods of deriving their statistics from specific features of the models. This thesis focuses on the cosmological bootstrap, a research program that attempts to derive features of cosmological fluctuations from simple physical principles expected …
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False Discoveries in the Performance of Canadian Equity Mutual Funds
… vary across fund groups. In addition, different bootstrap methods confirm the existence of manager stock-picking skill among the fund sample.
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Precision of the path of steepest ascent in response surface methodology
… cases. For generalised linear models, methods are developed using the Wald approach and profile likelihood confidence regions approach, and bootstrap methods are used to improve the accuracy of the calculations.
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Topics in multivariate covariance estimation and time series analysis.
… for a stationary time series, that extends the bootstrap methods of Berg et al. (2010) to goodness-of-fit (GoF) statistics specified in Harvill (1999) and Jahan and Harvill (2008). Berg's bootstrap method utilizes the statistics specified in Hinich (1982) in the framework of an autoregressive …
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Extensions of Markov Chain Marginal Bootstrap
The Markov chain marginal bootstrap (MCMB) is a new bootstrap method proposed by He and Hu (2002) for constructing confidence intervals or regions based on likelihood equations. It is designed to ease the computational burden of bootstrap in high-dimensional problems. It differs from the usual …
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Quantile regression and survival analysis
… direct method with the studentization and the bootstrap methods are discussed in terms of computation and asymptotic theory. Simulation results show that the direct method has the advantage of robustness against departure from the normality assumption of the error terms. Next, the thesis …
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Essays on complexity and causality in political science research
… on the use of computational and causal inference methods in political science research. The first essay examines the validity of the synthetic control method under complex analytical settings. The synthetic control method is increasingly being used to estimate the effect of an intervention when …
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Canonical Correlation Analysis for Longitudinal Data
… the repeated measures. However, the developed methods can be easily implemented for other covariance structure. Testing of hypothesis problems using the likelihood ratio test statistics are explored. Bootstrap methods are adopted for calculating the p-values of the tests. Methods are …
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A modified approach for obtaining sieve bootstrap prediction intervals for time series
… intervals with poor coverage. Nonparametric bootstrap-based procedures for obtaining prediction intervals overcome this handicap, but many early versions of such intervals for autoregressive moving average (ARMA) processes assume that the autoregressive and moving average orders, p, q …
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Markov Chain Marginal Bootstrap for Generalized Estimating Equations
… the nonparametric density estimation. Resampling methods provide an alternative way for estimating the variance of the regression parameter estimates. In this thesis, we extend the Markov chain marginal bootstrap (MCMB) (He and Hu, 2002) to statistical inference for robust GEE estimators with …
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Variable Selection and Hypothesis Testing for High-Dimensional Models in Mental Health Research
… is conducted using Wald-based and parametric bootstrap methods, while power and sample size procedures are extended to accommodate zero inflation, hierarchical clustering, longitudinal correlation, and attrition. Simulation results show improved Type I error control, power estimation, and …
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Quantile Inference and Change Point Test under Time Series Non-stationarity
… procedures, pivotalization and independent wild bootstrap, are shown to be inconsistent for non-stationary time series quantile regression. In this paper, simple bootstrap methods are proposed and are proved to be consistent for regression quantile structural change detection under both abrupt …
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Simulating Statistical Power Curves with the Bootstrap and Robust Estimation
Power and effect size analysis are important methods in the psychological sciences. It is well known that classical statistical tests are not robust with respect to power and type II error. However, relatively little attention has been paid in the psychological literature to the effect that …
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Investigation of over-fitting and optimism in prognostic models
… model in part through the application of methods to reduce the risk of over-fitting. One method discussed in this work is the strategy proposed by Frank Harrell Jr. The various aspects of Harrell’s approach are discussed. An attempt is made to extend Harrell’s strategy to frailty models. …
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Network tomography based on flow level measurements
… or large sized flows on correlation estimates. Bootstrap methods are coupled with exploratory factor analysis to make inferential statements about resource sharing. The applicability of the methods to real datasets is also validated. Possible applications of the methodology introduced in this …
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Achieving the Telos of Living Well Together
… Mediation analyses accompanied by percentile bootstrap methods were employed to test the research questions. The following four key insights emerged from the study: (1) the capabilities approach holds promise for advancing community integration research, (2) neighborhood settings account for a …
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