MathDB2 problems
- 0 votes0 replies0 views
Conjecture on applying alternative bootstrap schemes to conditional-copula test statistics
Consider the conditional-copula test statistics and their bootstrapped versions, including the nonparametric-bootstrap constructions described in the paper. Let the other resamplin…
- 0 votes0 replies0 views
Conjecture on the theoretical validity of alternative bootstrap resampling schemes
Let the conditional-copula tests be evaluated by bootstrap methods, and let the alternative resampling schemes be those proposed in Subsection. Bootstrap validity conjecture. The i…