Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination (Q1600536): Difference between revisions

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Latest revision as of 09:52, 4 June 2024

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Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
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    Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination (English)
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    13 June 2002
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    alpha-stable distribution
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    asymptotic approximation
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    bias-corrected accelerated confidence interval
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    contaminated distribution
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    influence function
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    likelihood function
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    M-estimator
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    tables
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    Monte Carlo resampling
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    small sample size
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