Bootstrap estimation of covariance matrices via the percentile method
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Publication:5706719
DOI10.1111/j.1368-423X.2005.00152.xzbMath1076.62028OpenAlexW1965913419MaRDI QIDQ5706719
Paulo M. D. C. Parente, José A. F. Machado
Publication date: 21 November 2005
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2005.00152.x
quantile regressionempirical distributioncovariance matrix estimationpercentile method\(L\)-estimators
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)
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