A note on the bootstrap method for testing the existence of finite moments

DOI10.6092/ISSN.1973-2201/5504MaRDI QIDQ5148665zbMATH OpenOpenAlexFDO

Authors Igor Fedotenkov

Publication date 4 February 2021

Full work available at URL https://doaj.org/article/a91ea4f228e4457d82cc0e7038e83307

zbMATH Keywords

bootstrapfinite momentsheavy tailstail index estimatortest

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)

Recommendations

• A bootstrap method to test for the existence of finite moments
• Test for the existence of finite moments via bootstrap
• Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
• Testing for (in)finite moments
• Bootstrap inference for misspecified moment condition models

Cited in

(5)

• Testing for (in)finite moments
• On some distributional properties of subordinated Gaussian random fields
• Test for the existence of finite moments via bootstrap
• A bootstrap method to test for the existence of finite moments
• On non-existence of moment estimators of the GED power parameter

This page was built for publication: A note on the bootstrap method for testing the existence of finite moments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5148665)