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.

Results

Showing 1 to 4 of 4 for “"moving block bootstrap"”.

  1. 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 …

    uiuc Repository record for Statistical analysis of networks with community structure and bootstrap methods for big data (opens in a new tab)

  2. Statistical issues and developments in time series analysis and educational measurement

    … dependent 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 …

    uiuc Repository record for Statistical issues and developments in time series analysis and educational measurement (opens in a new tab)

  3. Network Analysis of the Financial Sector: A Comprehensive Perspective with Adaptive Joint LASSO Method

    … shocks 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 …

    corvinus Repository record for Network Analysis of the Financial Sector: A Comprehensive Perspective with Adaptive Joint LASSO Method (opens in a new tab)

  4. 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 …

    uiuc Repository record for Three essays in econometrics (opens in a new tab)