Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
From MaRDI portal
Publication:1600536
DOI10.1016/S0895-7177(01)00124-8zbMath1003.62029MaRDI QIDQ1600536
Publication date: 13 June 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
tables; asymptotic approximation; influence function; likelihood function; alpha-stable distribution; M-estimator; small sample size; contaminated distribution; Monte Carlo resampling; bias-corrected accelerated confidence interval
62F25: Parametric tolerance and confidence regions
62F40: Bootstrap, jackknife and other resampling methods
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Theoretical comparison of bootstrap confidence intervals
- Bootstrap methods: another look at the jackknife
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Better Bootstrap Confidence Intervals
- Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators
- The Pareto-Levy Law and the Distribution of Income
- Econometrics