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This paper studies robustness of bootstrap inference methods under moment conditions. In particular, we compare the uniform weight and implied probability bootstraps by analyzing behaviors of the bootstrap quantiles when outliers take arbitrarily large values, and derive the breakdown points for...
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This paper studies robustness of bootstrap inference methods under moment conditions. In particular, we compare the uniform weight and implied probability bootstraps by analyzing behaviors of the bootstrap quantiles when outliers take arbitrarily large values, and derive the breakdown points for...
Persistent link: https://www.econbiz.de/10014183251
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censored population. We then correct the derivative for the effects of the selection bias. We propose nonparametric and … semiparametric estimators for the derivative. As extensions, we discuss the cases of discrete regressors, measurement error in …
Persistent link: https://www.econbiz.de/10003739704