Robust subsampling
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Publication:738145
DOI10.1016/J.JECONOM.2011.11.005zbMATH Open1441.62626OpenAlexW4230144159MaRDI QIDQ738145FDOQ738145
Authors: Lorenzo Camponovo, Olivier Scaillet, Fabio Trojani 
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://archive-ouverte.unige.ch/unige:79888
Recommendations
Nonparametric robustness (62G35) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)
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Cited In (13)
- Subsample and half-sample methods
- A higher-order correct fast moving-average bootstrap for dependent data
- Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
- Subsampling based inference for \(U\) statistics under thick tails using self-normalization
- Nonsingular subsampling for regression S estimators with categorical predictors
- Efficiency and robustness in subsampling for dependent data
- Subsampling, symmetrization, and robust interpolation
- Robust bootstrap procedures for the chain-ladder method
- Bootstrap estimation of the proportion of outliers in robust regression
- Robust subset selection
- Specification tests for non-Gaussian structural vector autoregressions
- Robust bootstrap forecast densities for GARCH returns and volatilities
- Robustness of Bootstrap in Instrumental Variable Regression
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