Sökning: "Nonparametric bootstrap"

Hittade 3 uppsatser innehållade orden Nonparametric bootstrap.

  1. 1. Bid Forecasting in Public Procurement

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Karim Stiti; Shih Jung Yape; [2019]
    Nyckelord :Bidding in public procurement; Count data regression; Economically most advantageous tenders; Lowest price tenders; Machine learning; Multiple linear regression; Nonparametric bootstrap; Position performance coefficient; Sealed-bid auctions; Stochastic dominance; Support vector regression.; Budgivningsmodeller I offentliga upphandlingar; Ekonomiskt mest fördelaktiga anbud; Förseglade auktioner; Lägsta-pris anbud; Maskininlärning; Multipel linjär regression.;

    Sammanfattning : Public procurement amounts to a significant part of Sweden's GDP. Nevertheless, it is an overlooked sector characterized by low digitization and inefficient competition where bids are not submitted based on proper mathematical tools. LÄS MER

  3. 2. Duration on the Housing Market: A Nonparametric Approach

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Yana Petrova; [2015]
    Nyckelord :Housing Market; Duration; Censoring; Nonparametric approach; Statistical simulations; Bootstrap; Kaplan-Meier estimator; Business and Economics;

    Sammanfattning : This study examines the relationship between the time-on-the-market and the price of apartments on the housing market in Moscow. It is based on a data set including over 10 000 property objects during the time period January 2012 - October 2014. Only secondary proper-ty is considered. LÄS MER

  4. 3. Testing for Cointegration in Multivariate Time Series : An evaluation of the Johansens trace test and three different bootstrap tests when testing for cointegration

    Magister-uppsats, Örebro universitet/Handelshögskolan vid Örebro Universitet

    Författare :Jonas Englund; [2013]
    Nyckelord :Johansen trace test; wild bootstrap; cointegration; heteroscedasticity; simulation;

    Sammanfattning : In this paper we examine, by Monte Carlo simulation, size and power of the Johansens trace test when the error covariance matrix is nonstationary, and we also investigate the properties of three different bootstrap cointegration tests. Earlier studies indicate that the Johansen trace test is not robust in presence of heteroscedasticity, and tests based on resampling methods have been proposed to solve the problem. LÄS MER