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Showing 1 to 3 of 3 for “"studentization"”.
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Quantile regression and survival analysis
… Comparison of the 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. …
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Essays on Financial Econometrics
… cannot</p><p>be made asymptotically pivotal via studentization. The Monte Carlo analysis indicates</p><p>good nite-sample performance of the general specication test and condence</p><p>intervals based on the bootstrap. When the method is applied to a high-frequency</p><p>panel of Dow stock prices …
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Hypothesis testing for spatial SARAR Tobit models and high dimensional data and their applications
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2024-08-01