Simpler Bootstrap Estimation of the Asymptotic Variance of U-Statistic Based Estimators
نویسندگان
چکیده
منابع مشابه
Simpler Bootstrap Estimation of the Asymptotic Variance of U-statistic Based Estimators∗
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 this paper, we propose a method which is specific to extremum estimators based on U -statistics. The contri...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2015
ISSN: 1556-5068
DOI: 10.2139/ssrn.2669807