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Cites work
- scientific article; zbMATH DE number 5769855 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 1057566 (Why is no real title available?)
- A fast subsampling method for nonlinear dynamic models
- Applications of subsampling, hybrid, and size-correction methods
- Asymptotic and bootstrap inference for inequality and poverty measures
- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Bootstrap methods: another look at the jackknife
- Bootstrapping MM-estimators for linear regression with fixed designs
- Bootstrapping robust estimates of regression
- Breakdown theory for bootstrap quantiles
- Calibrating Confidence Coefficients
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
- Fast and robust bootstrap
- High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility
- High breakdown-point and high efficiency robust estimates for regression
- Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
- Hybrid and Size-Corrected Subsampling Methods
- Income distribution and inequality measurement: the problem of extreme values
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
- Inference in Arch and Garch Models with Heavy-Tailed Errors
- Infinitesimal robustness for diffusions
- Large sample confidence regions based on subsamples under minimal assumptions
- On a modified bootstrap for certain asymptotically nonnormal statistics
- On the asymptotic properties of the jackknife histogram
- Onmout ofnBootstrapping for Nonstandard M-Estimation With Nuisance Parameters
- Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
- Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
- Robust Bounded-Influence Tests in General Parametric Models
- Robust Statistics
- Robust efficient method of moments
- Robust inference with GMM estimators
- Subsampling
- Subsampling inference in threshold autoregressive models
- The asymptotics of MM-estimators for linear regression with fixed designs
- The bootstrap and Edgeworth expansion
- Uniform Inference in Autoregressive Models
Cited in
(13)- A higher-order correct fast moving-average bootstrap for dependent data
- Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
- Bootstrap estimation of the proportion of outliers in robust regression
- Subsample and half-sample methods
- Nonsingular subsampling for regression S estimators with categorical predictors
- Efficiency and robustness in subsampling for dependent data
- Subsampling, symmetrization, and robust interpolation
- Robust subset selection
- Robustness of Bootstrap in Instrumental Variable Regression
- Robust bootstrap forecast densities for GARCH returns and volatilities
- Robust bootstrap procedures for the chain-ladder method
- Subsampling based inference for \(U\) statistics under thick tails using self-normalization
- Specification tests for non-Gaussian structural vector autoregressions
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