Subsampling inference for the mean in the heavy-tailed case.

DOI10.1007/S001840050035zbMATH Open1093.62530OpenAlexW2088270746MaRDI QIDQ5953771FDOQ5953771

Authors: Joseph P. Romano, Michael Wolf 

Publication date: 29 January 2002

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840050035

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Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Statistics of extreme values; tail inference (62G32)

Cited In (20)

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• Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
• Link of moments before and after transformations, with an application to resampling from fat-tailed distributions
• A class of bootstrap tests on the tail index
• Subsampling based inference for \(U\) statistics under thick tails using self-normalization
• Unit root inference for non-stationary linear processes driven by infinite variance innovations
• Causal inference in the absence of positivity: the role of overlap weights
• On uniform inference in nonlinear models with endogeneity
• Portmanteau-type test for unit root with heavy-tailed noise
• A parametric bootstrap for heavy-tailed distributions
• Robust inference using inverse probability weighting
• Subsampling inference for the mean of heavy-tailed long-memory time series
• Overlap in observational studies with high-dimensional covariates
• A class of percentile modified Lepage-type tests
• Subsampling the mean of heavy‐tailed dependent observations

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