A bootstrap test forpositive definiteness of income effect matrices
Year of publication: |
1989-03
|
---|---|
Authors: | Haerdle, W. ; Hart, J.D. |
Institutions: | University of Bonn, Germany |
Subject: | Bootstrap | Central limit theorem | Average derivative estimation (ADE) | Kernel estimator | U-statistics |
-
Mann-Whitney test for associated sequences
Dewan, Isha, (2003)
-
Estimation of a quantile in some nonstandard cases
Xiang, Xiaojing, (1995)
-
Simpler bootstrap estimation of the asymptotic variance of U-statistic based estimators
Honoré, Bo E., (2015)
- More ...
-
Bandwidth choice for average derivative estimation
Haerdle, W., (1989)
-
Bandwidth choice for density derivatives
Haerdle, W., (1988)
-
Bandwidth choice for density derivatives
Haerdle, W., (1988)
- More ...