Asymptotic properties of robust three-stage procedure based on bootstrap for m-estimator

The paper concerns the fixed-width confidence intervals for location based on M- estimators in the location model. A robust three-stage procedure is proposed and its asymptotic properties are studied. The performance of the procedure depends on some tuning parameters. Their effect on the proposed confidence interval is checked together with the overall behaviour of the procedure in a simulation study.

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Year of publication:	2000
Authors:	Hlávka, Zdeněk
Publisher:	Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Subject:	fixed-width confidence intervals \| sequential estimation \| bootstrap for M-estimators

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Series:	SFB 373 Discussion Paper ; 2000,94
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	723876932 [GVK] hdl:10419/62178 [Handle] RePEc:zbw:sfb373:200094 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010310193