A fast iterated bootstrap procedure for approximating the small-sample bias

DOI10.1080/03610918.2012.667473MaRDI QIDQ4929221zbMATH OpenOpenAlexFDO

Authors Rachida Ouysse

Publication date 13 June 2013

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2012.667473

zbMATH Keywords

bias functionconsumption asset pricing modeempirical distributionGMM estimationIV estimationMonte Carlo simulationpopulation and sample momentstrue data generating process

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

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Cites work

• A Smoothed Maximum Score Estimator for the Binary Response Model
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Cited in

(5)

• The fast iterated bootstrap
• On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification
• An exact iterated bootstrap algorithm for small-sample bias reduction.
• On the estimation bias in first-order bifurcating autoregressive models
• Monte Carlo based machine learning

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