Bootstrap variance estimators with truncation
DOI10.1016/0167-7152(92)90119-PzbMATH Open0752.62024OpenAlexW2001290899MaRDI QIDQ1200740FDOQ1200740
Authors: Jun Shao 
Publication date: 16 January 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(92)90119-p
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Cites Work
Cited In (11)
- Maximum likelihood and the bootstrap for nonlinear dynamic models
- A test of homogeneity for age-dependent branching processes with immigration
- Bootstrapping robust estimates of regression
- A modified bootstrap estimator for the mean of an asymmetric distribution
- Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models
- Bootstrap estimation of the asymptotic variances of statistical functionals
- Bootstrap estimation of covariance matrices via the percentile method
- Estimating the \(p\)-values of robust tests for the linear model
- Statistical bootstrapping methods in VaR calculation
- Bootstrapping MM-estimators for linear regression with fixed designs
- An averaging estimator for two-step m-estimation in semiparametric models
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