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approximations as well as an estimating function bootstrap (EFB) method based on resampling the estimated terms in the estimating …
Persistent link: https://www.econbiz.de/10005579275
Persistent link: https://www.econbiz.de/10005760225
asymptotic distributions can be consistently estimated by the nonparametric bootstrap. In Chapter 3 we investigate the accuracy … of inference based on the asymptotic normal and bootstrap approximations, and provide bounds on the associated error. In …
Persistent link: https://www.econbiz.de/10005616974
The paper develops the bootstrap theory and extends the asymptotic theory of rank estimators, such as the Maximum Rank … asymptotic distributions can be consistently estimated by the nonparametric bootstrap. We investigate the accuracy of inference … based on the asymptotic approximation and the bootstrap, and provide bounds on the associated error. In the case of MRC and …
Persistent link: https://www.econbiz.de/10005789393
The bootstrap is a popular and useful tool for estimating the asymptotic variance of complicated estimators. Ironically …, the fact that the estimators are complicated can make the standard bootstrap computationally burdensome because it … requires repeated re-calculation of the estimator. In Honoré and Hu (2015), we propose a computationally simpler bootstrap …
Persistent link: https://www.econbiz.de/10011460687
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, propose a bootstrap version of the test, and conduct a small Monte Carlo simulation to evaluate the finitesample performance …
Persistent link: https://www.econbiz.de/10009150743
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Persistent link: https://www.econbiz.de/10005827282
The bootstrap is a popular and useful tool for estimating the asymptotic variance of complicated estimators. Ironically …, the fact that the estimators are complicated can make the standard bootstrap computationally burdensome because it … requires repeated re-calculation of the estimator. In Honoré and Hu (2015), we propose a computationally simpler bootstrap …
Persistent link: https://www.econbiz.de/10011312274