Block bootstrap for dependent errors-in-variables

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F17%3A10365984" target="_blank" >RIV/00216208:11320/17:10365984 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1080/03610926.2015.1030423" target="_blank" >http://dx.doi.org/10.1080/03610926.2015.1030423</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/03610926.2015.1030423" target="_blank" >10.1080/03610926.2015.1030423</a>

Result language
angličtina
Original language name
Block bootstrap for dependent errors-in-variables
Original language description
Alinear errors-in-variables (EIV) model that contains measurement errors in the input and output data is considered. Weakly dependent (- and phi-mixing) errors, not necessarily stationary nor identically distributed, are taken into account within the EIV model. Parameters of the EIV model are estimated by the total least squares approach, which provides highly non linear estimates. Because of this, many statistical procedures for constructing confidence intervals and testing hypotheses cannot be applied. One possible solution to this dilemma is a block bootstrap. Anappropriate moving block bootstrap procedure is provided and its correctness proved. The results are illustrated through asimulation study and applied on real data as well.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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