Two effective variance-reduction techniques for estimating probabilities and quantiles in the tails of bootstrap distributions--importance sampling and concomitants of order statistics--are based on ...

This is a preview. Log in through your library . Abstract In some applications linear approximations to non-linear models are desirable. They bring the benefits of computational simplicity and access ...

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 ...