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  • Statistics In Transition

 

Article | 06-July-2017

SMALL AREA PREDICTION UNDER ALTERNATIVE MODEL SPECIFICATIONS

parametric bootstrap procedure is proposed for the mean squared error of the predictor based on a logit model. The proposed bootstrap procedure has smaller bootstrap error than a classical double bootstrap procedure with the same number of samples.

Andreea L. Erciulescu, Wayne A. Fuller

Statistics in Transition New Series, Volume 17 , ISSUE 1, 9–24

Article | 06-July-2017

INTERVAL ESTIMATION OF HIGHER ORDER QUANTILES. ANALYSIS OF ACCURACY OF SELECTED PROCEDURES

In the paper selected nonparametric and semiparametric estimation methods of higher orders quantiles are considered. The construction of nonparametric confidence intervals is based on order statistics of appropriate ranks from random samples or from generated bootstrap samples. Semiparametric bootstrap methods are characterized by double bootstrap simulations. The values of bootstrap sample below the prearranged threshold are generated by the empirical distribution and the values above this

Dorota Pekasiewicz

Statistics in Transition New Series, Volume 17 , ISSUE 4, 737–748

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