Titlebook: Bootstrapping and Related Techniques; Proceedings of an In Karl-Heinz Jöckel,Günter Rothe,Wolfgang Sendler Conference proceedings 1992 Spri

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A Class of Combinations of Dependent Tests by a Resampling Procedurel means and variances, or more generally for different effects jointly relevant for the analysis. In this paper, we show how resampling techniques, based on permutations of the data, may be conveniently used to combine the k test statistics, when they are characterized by an unknown dependence struc

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Bootstrap procedures for AR (∞) — processesis assumed that these processes are of autoregressive or more generally of autoregressive moving average type, i.e. the underlying stationary process . = ..: . ∈ . = {0, ±1, ±2,…}) is assumed to satisfy the following stochastic difference equation.Here . (..: . ∈ .) denotes a white noise, that is a

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Applying the Bootstrap to Generate Confidence Regions in Multiple Correspondence Analysise a complex method, i.e. multiple correspondence analysis, and try to find out what the bootstrap could contribute to data analysis. This is done mainly by Monte Carlo methods. After a short explanation of the multivariate method and the general methodology, results are reported of two Monte Carlo s