A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS

DOI10.1017/S0266466612000655zbMath1272.62033MaRDI QIDQ2845023

Raffaella Giacomini, Halbert White, Dimitris N. Politis

Publication date: 22 August 2013

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62F40: Bootstrap, jackknife and other resampling methods

62G09: Nonparametric statistical resampling methods

65C05: Monte Carlo methods

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