In some cases, such as in the estimation of impulse responses, it has been found that for plausible sample sizes the coverage accuracy of single bootstrap confidence intervals can be poor. The error in the coverage probability of single bootstrap confidence intervals may be reduced by the use of double bootstrap confidence intervals. The computer resources required for double bootstrap confiden...

In this paper we investigate the (in)-consistency of different bootstrap methods for constructing confidence intervals in the class of estimators that converge at rate n 1 3 . The Grenander estimator, the nonparametric maximum likelihood estimator of an unknown nonincreasing density function f on [0,∞), is a prototypical example. We focus on this example and explore different approaches to cons...

This paper analyzes the finite-sample and asymptotic properties of several bootstrap and m out of n bootstrap methods for constructing confidence interval (CI) endpoints in models defined by moment inequalities. In particular, we consider using these methods directly to construct CI endpoints. By considering two very simple models, the paper shows that neither the bootstrap nor the m out of n b...

We study a bootstrap method which is based on the method of sieves. A linear process is approximated by a sequence of autoregressive processes of order p = pn, where pn ! 1 ; p n = on as the sample size n ! 1. F or given data, we t h e n estimate such a n A R pn model and generate a bootstrap sample by resampling from the residuals. This sieve bootstrap enjoys a nice nonparametric property. We ...

In combining classifiers, it is believed that diverse ensembles perform better than non-diverse ones. In order to test this hypothesis, we study the accuracy and diversity of ensembles obtained in bagging and boosting applied to the nearest mean classifier. In our simulation study we consider two diversity measures: the Q statistic and the disagreement measure. The experiments, carried out on f...

Most previous work on multiple models has been done on a few domains. We present a com-parsion of three ways of learning multiple models on 29 data sets from the UCI repository. The methods are bagging, k-fold partition learning and stochastic search. By using 29 data sets of various kinds-artiicial data sets, artiicial data sets with noise, molecular-biology and real-world noisy data sets-we a...

This paper evaluates bootstrap inference methods for quantile regression panel data models. We propose to construct confidence intervals for the parameters of interest using percentile bootstrap with pairwise resampling. We study three different bootstrapping procedures. First, the bootstrap samples are constructed by resampling only from cross-sectional units with replacement. Second, the temp...

This research is dedicated to the study of periodic characteristics of periodically correlated time series such as seasonal means, seasonal variances and autocovariance functions. Two bootstrap methods are used: the extension of the usual Moving Block Bootstrap (EMBB) and the Generalized Seasonal Block Bootstrap (GSBB). The first approach is proposed, because the usual MBB does not preserve the...