Keyword: Statistics: bootstrap

Found 13 papers in total
Construction of bootstrap confidence intervals on sensitivity indices computed by polynomial chaos expansion
2014,
The proposed methodology combines advantages of sparse polynomial chaos expansion with...
Modelling credit risk with scarce default data: on the suitability of cooperative bootstrapped strategies for small low-default portfolios
2014,
Credit risk models are commonly based on large internal data sets to produce reliable...
Dynamics of productivity in higher education: cross‐european evidence based on bootstrapped Malmquist indices
2013,
This study examines patterns of productivity change in a large set of 266 public...
Comparison of a new bootstrapping method with parametric approaches for safety stock determination in service parts inventory systems
2011,
In this paper, we address the problem of forecasting and managing the inventory of...
Reliability prediction of distributed systems using Monte Carlo method
2013,
Distributed systems consist of layers of switching elements connected together in a...
The influence of fleet mix, ownership and LCCs on airports’ technical/environmental efficiency
2013,
This paper analyses the efficiency of 33 Italian airports for the period...
Monotonicity‐preserving bootstrapped Kriging metamodels for expensive simulations
2013,
Kriging metamodels (also called Gaussian process or spatial correlation models)...
A framework for nonparametric profile monitoring
2013,
Control charts have been widely used for monitoring the functional relationship...
Bootstrap clustering for graph partitioning
2011,
Given a simple undirected weighted or unweighted graph, we try to cluster the vertex...
Functional methods for time series prediction: a nonparametric approach
2011,
The problem of prediction in time series using nonparametric functional techniques is...
Generalised Model Based Confidence Intervals In Two Stage Cluster Sampling
2010,
Chambers and Dorfman (2002) constructed bootstrap confidence intervals in model based...
Bootstrap prediction bands for forecast paths from vector autoregressive models
2011,
The problem of forecasting from vector autoregressive models has attracted...
Inference by the m out of n bootstrap in nonparametric frontier models
2011,
It is well‐known that the naive bootstrap yields inconsistent inference in the...
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