On a modified bootstrap for certain asymptotically nonnormal statistics
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References listed on IDEAS
- Kanazawa, Yuichiro, 1993. "Hellinger distance and Kullback--Leibler loss for the kernel density estimator," Statistics & Probability Letters, Elsevier, vol. 18(4), pages 315-321, November.
- Kanazawa, Yuichiro, 1993. "Hellinger distance and Akaike's information criterion for the histogram," Statistics & Probability Letters, Elsevier, vol. 17(4), pages 293-298, July.
- Hall, Peter, 1983. "On near neighbour estimates of a multivariate density," Journal of Multivariate Analysis, Elsevier, vol. 13(1), pages 24-39, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hoderlein, Stefan & Winter, Joachim, 2010.
"Structural measurement errors in nonseparable models,"
Journal of Econometrics,
Elsevier, pages 432-440.
- Hoderlein, Stefan & Winter, Joachim, 2009. "Structural Measurement Errors in Nonseparable Models," Discussion Papers in Economics 9192, University of Munich, Department of Economics.
- Hoderlein, Stefan & Winter, Joachim, 2010. "Structural measurement errors in nonseparable models," Munich Reprints in Economics 19445, University of Munich, Department of Economics.
- Stefan Hoderlein & Joachim Winter, 2009. "Structural Measurement Errors in Nonseparable Models," Boston College Working Papers in Economics 750, Boston College Department of Economics.
- Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, vol. 167(1), pages 197-210.
- Chang, Christopher C. & Politis, Dimitris N., 2011. "Bootstrap with larger resample size for root-n consistent density estimation with time series data," Statistics & Probability Letters, Elsevier, vol. 81(6), pages 652-661, June.
More about this item
KeywordsBootstrap asymptotic validity critical values chi-square-type statistics;
StatisticsAccess and download statistics
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