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The issue of finite sample reliability focuses on controlling the size of the score test using (i) different variance estimators in conjunction with standard asymptotic theory, (ii) finite sample corrections obtainable from higher-order asymptotic analysis, and (iii) bootstrap procedures.
Our Monte Carlo exercises assess the finite sample reliability and power of our proposed tests.
They also provide the properties of their test and its finite sample reliability with Monte Carlo simulations.
We conduct Monte Carlo exercises to study the finite sample reliability and power of our proposed tests.
In this way, we can assess the finite sample reliability of the size of our proposed tests and their power relative to the reduced form test in a realistic situation in which the model remains identified under each of the four alternatives stated in Sect.
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At finite sample impedances the partially correlated thermal background is estimated and also subtracted.
(1971) investigated its finite sample performance.
Because of their comparative simplicity, experiments with finite sample spaces are discussed first.
We took in a finite sample of 100 individuals from a population.
Unfortunately, measuring mutual information from a finite sample is a notoriously difficult task.
While in the foregoing we used a finite sample space, we now employ a space with infinitely many possible samples.
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