A bootstrap method to test for the existence of finite moments

DOI10.1080/10485252.2012.752487zbMath1297.62096MaRDI QIDQ5299879

Igor Fedotenkov

Publication date: 24 June 2013

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2012.752487

zbMATH Keywords

consistency; Monte Carlo simulations; moment existence; sub-sampling; bootstrap test

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62F03: Parametric hypothesis testing

62G32: Statistics of extreme values; tail inference

62F40: Bootstrap, jackknife and other resampling methods

62F05: Asymptotic properties of parametric tests

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