The International Prize in Statistics has been awarded to Bradley Efron, professor of statistics and biomedical data science at Stanford University, in recognition of the "bootstrap," a method he ...
To present a resampling approach to obtain confidence intervals (CIs) and the empirical distributions for the studentized regression residuals percentiles when used as cutoff points for overweight and ...
An approach combining saddlepoint approximation and importance resampling is developed for approximating the bootstrap distribution of a statistic which is a smooth function of sample means. The idea ...
In this paper, the authors refer to the axiomatic theory of risk and investigate the problem of formal verification of the expected shortfall (ES) model based on a sample ES. Recognizing the ...