Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
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Publication:1600536
DOI10.1016/S0895-7177(01)00124-8zbMath1003.62029MaRDI QIDQ1600536
Publication date: 13 June 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
tablesasymptotic approximationinfluence functionlikelihood functionalpha-stable distributionM-estimatorsmall sample sizecontaminated distributionMonte Carlo resamplingbias-corrected accelerated confidence interval
Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40)
Uses Software
Cites Work
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- Theoretical comparison of bootstrap confidence intervals
- Bootstrap methods: another look at the jackknife
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Better Bootstrap Confidence Intervals
- Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators
- The Pareto-Levy Law and the Distribution of Income
- Econometrics
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