Generalised bootstrap in non-regular M-estimation problems
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References listed on IDEAS
- Knight, Keith, 1998. "Bootstrapping sample quantiles in non-regular cases," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 259-267, March.
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- Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010.
"Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities,"
Cambridge University Press, vol. 26(03), pages 953-962, June.
- Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers 1703, Cowles Foundation for Research in Economics, Yale University.
- Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Discussion Paper Series 0917, Institute of Economic Research, Korea University.
- Xiong, Shifeng & Li, Guoying, 2008. "Some results on the convergence of conditional distributions," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3249-3253, December.
More about this item
KeywordsNonregular M estimates Convex function Bootstrap Jackknife Asymptotic distribution;
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