Easy bootstrap-like estimation of asymptotic variances

DOI10.1016/J.ECONLET.2018.07.002zbMATH Open1402.62337OpenAlexW2817203476WikidataQ129540866 ScholiaQ129540866MaRDI QIDQ1787986FDOQ1787986

Authors: Bo E. Honoré, Luojia Hu 

Publication date: 8 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.07.002

Recommendations

• Simpler bootstrap estimation of the asymptotic variance ofU‐statistic‐based estimators
• Bootstrap estimation of the asymptotic variances of statistical functionals
• Bootstrap, wild bootstrap, and asymptotic normality
• Bootstrap Estimators of Variance Under Sampling with Probability Proportional to Aggregate Size
• Estimating variances for all sample sizes by the bootstrap
• Asymptotic probability for the bootstrapped means deviations from the sample mean

zbMATH Keywords

bootstrapcensored regressioninferencetwo-step estimationstandard error

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Censored data models (62N01) Applications of statistics to economics (62P20)

Cites Work

• Least absolute deviations estimation for the censored regression model
• Title not available (Why is that?)
• A method of moments interpretation of sequential estimators
• Poor (wo)man's bootstrap

Cited In (1)

• Poor (wo)man's bootstrap

This page was built for publication: Easy bootstrap-like estimation of asymptotic variances

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1787986)