Robust subsampling
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Publication:738145
DOI10.1016/j.jeconom.2011.11.005zbMath1441.62626OpenAlexW4230144159MaRDI QIDQ738145
Olivier Scaillet, Lorenzo Camponovo, Fabio Trojani
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://archive-ouverte.unige.ch/unige:79888
Applications of statistics to economics (62P20) Nonparametric robustness (62G35) Nonparametric statistical resampling methods (62G09)
Related Items (5)
Robustness of Bootstrap in Instrumental Variable Regression ⋮ Robust bootstrap procedures for the chain-ladder method ⋮ A higher-order correct fast moving-average bootstrap for dependent data ⋮ Robust bootstrap forecast densities for GARCH returns and volatilities ⋮ Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
Uses Software
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