Publication detail

Intensivnyje kompjuternyje metody v ekonometrii

ŠKAPA, S.

Original Title

Intensivnyje kompjuternyje metody v ekonometrii

English Title

COMPUTER-INTENSIVE METHODS IN ECONOMETRICS

Type

conference paper

Language

Russian

English abstract

Bootstrap method is a computer intensive method used frequently is applied statistics. The bootstrap is a type of Monte Carlo method applied based on observed data (Efron and Tibshirani 1993, Mooney and Duval 1993). The bootstrap was described by Bradley Efron (1979) and he has written much about the method and its generalizations since then. The bootstrap can be used for several purposes, where we focus on robust estimation of sampling variances or standard errors and (asymmetrical) confidence intervals. It has found use in estimation of model selection frequencies and a variety of other applications.

Key words in English

Bootstrap method , applied statistics

Authors

ŠKAPA, S.

Released

1. 1. 2002

Publisher

Brjansk. Brjanskij gosudarstvennyj techniceskij universitet

Location

Brjansk

ISBN

5-89838-55-8

Book

Edinoe obrazovatelnoe prostranstvo slavjanskich gosudarstvv XXI veke

Pages from

97

Pages to

99

BibTex

@inproceedings{BUT19978,
  author="Stanislav {Škapa}",
  title="Intensivnyje kompjuternyje metody v ekonometrii",
  booktitle="Edinoe obrazovatelnoe prostranstvo slavjanskich gosudarstvv XXI veke",
  year="2002",
  pages="97--99",
  publisher="Brjansk. Brjanskij gosudarstvennyj techniceskij universitet",
  address="Brjansk",
  isbn="5-89838-55-8"
}