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Reliable inference for the Gini index

Davidson, Russell - In: Journal of econometrics 150 (2009) 1, pp. 30-40

Persistent link: https://www.econbiz.de/10003847503

Innins lecture : inference on income distributions

Davidson, Russell - In: The Canadian journal of economics 43 (2010) 4, pp. 1122-1148

Persistent link: https://www.econbiz.de/10008797705

Statistical inference in the presence of heavy tails

Davidson, Russell - In: The econometrics journal 15 (2012) 1, pp. 31-53

Persistent link: https://www.econbiz.de/10009520552

A discrete model for bootstrap iteration

Davidson, Russell - 2015

In an attempt to free bootstrap theory from the shackles of asymptotic considerations, this paper studies the possibility of justifying, or validating, the bootstrap, not by letting the sample size tend to infinity, but by considering the sequence of bootstrap P values obtained by iterating the...

Persistent link: https://www.econbiz.de/10011295590