Robust subsampling (Q738145)

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Language	Label	Description	Also known as
English	Robust subsampling	scientific article

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scholarly article

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Robust subsampling (English)

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Lorenzo Camponovo

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Olivier Scaillet

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Journal of Econometrics

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publication date

15 August 2016

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full work available at URL

https://archive-ouverte.unige.ch/unige:79888

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zbMATH Keywords

subsampling

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bootstrap

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breakdown point

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robustness

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space

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Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators

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Hybrid and Size-Corrected Subsampling Methods

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Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators

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ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP

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Applications of subsampling, hybrid, and size-correction methods

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Income distribution and inequality measurement: the problem of extreme values

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On a modified bootstrap for certain asymptotically nonnormal statistics

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Asymptotic and bootstrap inference for inequality and poverty measures

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Bootstrap methods: another look at the jackknife

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Subsampling inference in threshold autoregressive models

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The bootstrap and Edgeworth expansion

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Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators

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Inference in Arch and Garch Models with Heavy-Tailed Errors

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Robust Bounded-Influence Tests in General Parametric Models

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A fast subsampling method for nonlinear dynamic models

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Robust Statistics

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Infinitesimal Robustness for Diffusions

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On<i>m</i>out of<i>n</i>Bootstrapping for Nonstandard M-Estimation With Nuisance Parameters

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Consistent Testing for Stochastic Dominance under General Sampling Schemes

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Calibrating Confidence Coefficients

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Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models

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Uniform Inference in Autoregressive Models

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Robust efficient method of moments

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Large sample confidence regions based on subsamples under minimal assumptions

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Robust inference with GMM estimators

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High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility

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The asymptotics of MM-estimators for linear regression with fixed designs

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Bootstrapping MM-estimators for linear regression with fixed designs

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Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap

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Fast and robust bootstrap

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Bootstrapping robust estimates of regression

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Breakdown theory for bootstrap quantiles

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On the asymptotic properties of the jackknife histogram

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High breakdown-point and high efficiency robust estimates for regression

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JECONOM.2011.11.005

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Sitelinks

Mathematics(1 entry)

mardi Publication:738145

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