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On bootstrap estimation of the distribution of the studentized mean

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  • Peter Hall
  • Raoul LePage

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Suggested Citation

  • Peter Hall & Raoul LePage, 1996. "On bootstrap estimation of the distribution of the studentized mean," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(3), pages 403-421, September.
    • Handle: RePEc:spr:aistmt:v:48:y:1996:i:3:p:403-421
    DOI: 10.1007/BF00050845
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    References listed on IDEAS

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    1. Hall, Peter, 1990. "Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems," Journal of Multivariate Analysis, Elsevier, vol. 32(2), pages 177-203, February.
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    Cited by:

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    2. Agostino Capponi & Jos'e E. Figueroa-L'opez & Chuyi Yu, 2021. "Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts," Papers 2101.03086, arXiv.org.
    3. Ayadi, Mohamed A. & Chaibi, Anis & Kryzanowski, Lawrence, 2016. "Performance of Canadian hybrid mutual funds," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 124-147.
    4. Peng, Liang, 2001. "Estimating the mean of a heavy tailed distribution," Statistics & Probability Letters, Elsevier, vol. 52(3), pages 255-264, April.
    5. Horbach, Serge P.J.M. & Schneider, Jesper W. & Sainte-Marie, Maxime, 2022. "Ungendered writing: Writing styles are unlikely to account for gender differences in funding rates in the natural and technical sciences," Journal of Informetrics, Elsevier, vol. 16(4).
    6. Ayadi, Mohamed A. & Kryzanowski, Lawrence, 2011. "Fixed-income fund performance: Role of luck and ability in tail membership," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 379-392, June.

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