Breakdown point theory for implied probability bootstrap

DOI10.1111/J.1368-423X.2011.00365.XMaRDI QIDQ2895999zbMATH OpenFDO

Authors Lorenzo Camponovo, Taisuke Otsu

Publication date 13 July 2012

Published in The Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1368-423X.2011.00365.X

zbMATH Keywords

tables

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric robustness (62G35) Applications of statistics to economics (62P20)

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Cites work

• A General Qualitative Definition of Robustness
• Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
• Breakdown theory for bootstrap quantiles
• Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
• Efficient Semiparametric Estimation of Expectations
• Empirical likelihood block bootstrapping
• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence intervals for a single functional
• Fast and robust bootstrap
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• scientific article; zbMATH DE number 3911472 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• Implied Probabilities in GMM Estimators
• Intentionally Biased Bootstrap Methods
• Large Sample Properties of Generalized Method of Moments Estimators
• Miscellanea. Bartlett adjustment of empirical discrepancy statistics
• On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
• Robust GMM tests for structural breaks
• Robust inference with GMM estimators
• Robust Statistics
• Robust Statistics
• Robustness, infinitesimal neighborhoods, and moment restrictions

Cited in

(8)

• A note on breakdown theory for bootstrap methods
• Breakdown theory for bootstrap quantiles
• Generalized method of trimmed moments
• Robustness of Bootstrap in Instrumental Variable Regression
• Inference on breakdown frontiers
• Bootstrap estimation of the proportion of outliers in robust regression
• Exponential tilting for zero-inflated interval regression with applications to cyber security survey data
• Reliable inference for complex models by discriminative composite likelihood estimation

Describes a project that uses

Uses Software

• robustbase

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