We develop analytical approximations to bootstrap distribution functions of statistics that are smooth functions of vector means. In particular, our technique is applicable in the case of bootstrap ...
This is a preview. Log in through your library . Abstract A unified framework is established for the study of the computation of the distribution function from the characteristic function. A new ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
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