Simpler Bootstrap Estimation of the Asymptotic Variance of U-statistic Based Estimators
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Bo E. Honoré & Luojia Hu, 2018. "Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 1-10, February.
References listed on IDEAS
- Alan Sule & Honoré Bo E. & Hu Luojia & Leth-Petersen Søren, 2014.
"Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation,"
Journal of Econometric Methods, De Gruyter, vol. 3(1), pages 1-20, January.
- Sule Alan & Bo E. Honore & Luojia Hu, 2011. "Estimation of panel data regression models with two-sided censoring or truncation," Working Paper Series WP-2011-08, Federal Reserve Bank of Chicago.
- Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-531, May.
- Manski, Charles F., 1975. "Maximum score estimation of the stochastic utility model of choice," Journal of Econometrics, Elsevier, vol. 3(3), pages 205-228, August.
- Bhattacharya, Debopam, 2008. "A Permutation-Based Estimator For Monotone Index Models," Econometric Theory, Cambridge University Press, vol. 24(3), pages 795-807, June.
More about this item
Keywords
U-statistics; bootstrap; inference; numerical derivatives;JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-09-18 (Econometrics)
- NEP-ORE-2015-09-18 (Operations Research)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedhwp:wp-2015-07. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://edirc.repec.org/data/frbchus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.