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Bootstrap Tests of Multiple Inequality Restrictions on Variance Ratios

Bootstrap tests of multiple inequality restrictions on variance ratios
descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2005 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068, Copyright policy )
Authors: Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara;

doi: 10.2139/ssrn.665105 , 10.1016/j.econlet.2005.12.008

Bootstrap Tests of Multiple Inequality Restrictions on Variance Ratios

Abstract

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Keywords

Applications of statistics to actuarial sciences and financial mathematics, least favorable configuration, Parametric inference under constraints, Bootstrap, jackknife and other resampling methods, composite hypotheses, Parametric hypothesis testing, stationary bootstrap

  • BIP!
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    selected citations
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    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 3
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Average
Average
Average
bronze