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Edgeworth expansions for compound Poisson processes and the bootstrap

Babu, Gutti; Singh, Kesar; Yang, Yaning - In: Annals of the Institute of Statistical Mathematics 55 (2003) 1, pp. 83-94

Persistent link: https://www.econbiz.de/10005169203

A smoothed bootstrap estimator for a studentized sample quantile

Janas, Daniel - In: Annals of the Institute of Statistical Mathematics 45 (1993) 2, pp. 317-329

Persistent link: https://www.econbiz.de/10005184701

Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results

Giles, David E. - Department of Economics, University of Victoria - 2011

Care must be taken when interpreting the coefficients of dummy variables in semi-logarithmic regression models. Existing results in the literature provide the best unbiased estimator of the percentage change in the dependent variable, implied by the coefficient of a dummy variable, and of the...

Persistent link: https://www.econbiz.de/10008833349

A note on likelihood asymptotics in normal linear regression

Sartori, N. - In: Annals of the Institute of Statistical Mathematics 55 (2003) 1, pp. 187-195

Persistent link: https://www.econbiz.de/10005395525

Estimating functions for conditional inference: Many nuisance parameter case

Mantel, H.; Godambe, V. - In: Annals of the Institute of Statistical Mathematics 45 (1993) 1, pp. 55-67

Persistent link: https://www.econbiz.de/10005395736