Journal article
On the Bootstrap of the Maximum Score Estimator
Econometrica, Vol.73(4), pp.1175-1204
07/2005
DOI: 10.1111/j.1468-0262.2005.00613.x
Abstract
This paper shows that the bootstrap does not consistently estimate the asymptotic distribution of the maximum score estimator. The theory developed also applies to other estimators within a cube‐root convergence class. For some single‐parameter estimators in this class, the results suggest a simple method for inference based upon the bootstrap.
Details
- Title: Subtitle
- On the Bootstrap of the Maximum Score Estimator
- Creators
- Jason AbrevayaJian Huang
- Resource Type
- Journal article
- Publication Details
- Econometrica, Vol.73(4), pp.1175-1204
- DOI
- 10.1111/j.1468-0262.2005.00613.x
- ISSN
- 0012-9682
- eISSN
- 1468-0262
- Publisher
- Blackwell Publishing Ltd; Oxford, UK and Boston, USA
- Number of pages
- 30
- Language
- English
- Date published
- 07/2005
- Academic Unit
- Statistics and Actuarial Science
- Record Identifier
- 9983985833702771
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