Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination

DOI10.1016/S0895-7177(01)00124-8zbMATH Open1003.62029MaRDI QIDQ1600536FDOQ1600536

R. Smith

Publication date: 13 June 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

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zbMATH Keywords

tablesinfluence functionsmall sample sizeasymptotic approximationlikelihood functionM-estimatoralpha-stable distributioncontaminated distributionMonte Carlo resamplingbias-corrected accelerated confidence interval

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Parametric tolerance and confidence regions (62F25)

Cites Work

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• Title not available (Why is that?)
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• Bootstrap methods: another look at the jackknife
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Theoretical comparison of bootstrap confidence intervals
• Title not available (Why is that?)
• Econometrics
• Better Bootstrap Confidence Intervals
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• The Pareto-Levy Law and the Distribution of Income
• Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators

Cited In (1)

• Title not available (Why is that?)

Uses Software

• bootstrap
• bootlib

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