Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination (Q1600536)
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scientific article; zbMATH DE number 1755435
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| English | Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination |
scientific article; zbMATH DE number 1755435 |
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Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination (English)
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13 June 2002
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alpha-stable distribution
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asymptotic approximation
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bias-corrected accelerated confidence interval
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contaminated distribution
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influence function
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likelihood function
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M-estimator
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tables
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Monte Carlo resampling
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small sample size
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0.8918899
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0.88011503
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