Add to ORKGKim and Pollard (1990) showed that a general class of M-estimators converge at rate nl/3 rather than at the standard rate n1/2 • Many times, this situation arises when the objective function is non-smooth. The limiting distribution is the (almost surely unique) random vector that maximizes a certain Gaussian process and is difficult to analyze analytically. In this paper, we propose the use of the subsampling method for inferential purposes. The general method is then applied to Manski' s maximum score estimator and its small sample performance is highlighted via a simulation study
This paper is concerned with the estimation of the model MED ( y 1 x) = x/3 from a random sample of...
Abstract: This paper considers inference based on a test statistic that has a limit distribution tha...
We study a new estimator for the tail index of a distribution in the Fréchet domain of attraction t...
Kim and Pollard (1990) showed that a general class of M-estimators converge at rate nl/3 rather than...
Kim and Pollard (Annals of Statistics, 18 (1990) 191?219) showed that a general class of M-estimator...
Estimators with cube root asymptotics are typically the result of M-estimation with non-smooth objec...
This paper shows that the bootstrap does not consistently estimate the asymptotic distribution of th...
This paper proposes a valid bootstrap-based distributional approximation for M-estimators exhibiting...
Abstract. Since Manski’s (1975) seminal work, the maximum score method for discrete choice models ha...
This thesis presents an investigation into the estimator for the rate of convergence of a sequence o...
A general approach to constructing confidence intervals by subsampling was presented in Politis and ...
The optimal subsampling is an statistical methodology for generalized linear models (GLMs) to make i...
The paper considers a rectangular array asymptotic embedding for multistratum data sets, in which bo...
We highlight a fast subsampling method that can be used to provide valid inference in nonlinear dyna...
This paper discusses inference in self-exciting threshold autoregressive (SETAR) models. Of main int...
This paper is concerned with the estimation of the model MED ( y 1 x) = x/3 from a random sample of...
Abstract: This paper considers inference based on a test statistic that has a limit distribution tha...
We study a new estimator for the tail index of a distribution in the Fréchet domain of attraction t...
Kim and Pollard (1990) showed that a general class of M-estimators converge at rate nl/3 rather than...
Kim and Pollard (Annals of Statistics, 18 (1990) 191?219) showed that a general class of M-estimator...
Estimators with cube root asymptotics are typically the result of M-estimation with non-smooth objec...
This paper shows that the bootstrap does not consistently estimate the asymptotic distribution of th...
This paper proposes a valid bootstrap-based distributional approximation for M-estimators exhibiting...
Abstract. Since Manski’s (1975) seminal work, the maximum score method for discrete choice models ha...
This thesis presents an investigation into the estimator for the rate of convergence of a sequence o...
A general approach to constructing confidence intervals by subsampling was presented in Politis and ...
The optimal subsampling is an statistical methodology for generalized linear models (GLMs) to make i...
The paper considers a rectangular array asymptotic embedding for multistratum data sets, in which bo...
We highlight a fast subsampling method that can be used to provide valid inference in nonlinear dyna...
This paper discusses inference in self-exciting threshold autoregressive (SETAR) models. Of main int...
This paper is concerned with the estimation of the model MED ( y 1 x) = x/3 from a random sample of...
Abstract: This paper considers inference based on a test statistic that has a limit distribution tha...
We study a new estimator for the tail index of a distribution in the Fréchet domain of attraction t...