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Bandwidth matrix
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Journal of Multivariate Analysis
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Smoothed and iterated bootstrap confidence regions for parameter vectors
Ghosh, Santu
;
Polansky, Alan M.
- In:
Journal of Multivariate Analysis
132
(
2014
)
C
,
pp. 171-182
maintaining the correct coverage probability, while the
bootstrap
percentile-t
method
may be unstable, often resulting in very …
Persistent link: https://www.econbiz.de/10010939512
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