Detail publikačního výsledku

Intensivnyje kompjuternyje metody v ekonometrii

ŠKAPA, S.

Originální název

Intensivnyje kompjuternyje metody v ekonometrii

Anglický název

COMPUTER-INTENSIVE METHODS IN ECONOMETRICS

Druh

Stať ve sborníku v databázi WoS či Scopus

Anglický abstrakt

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.

Klíčová slova v angličtině

Bootstrap method , applied statistics

Autoři

ŠKAPA, S.

Vydáno

01.01.2002

Nakladatel

Brjansk. Brjanskij gosudarstvennyj techniceskij universitet

Místo

Brjansk

ISBN

5-89838-55-8

Kniha

Edinoe obrazovatelnoe prostranstvo slavjanskich gosudarstvv XXI veke

Strany od

97

Strany do

99

BibTex

@inproceedings{BUT19978,
  author="Stanislav {Škapa}",
  title="COMPUTER-INTENSIVE METHODS IN ECONOMETRICS",
  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"
}