A note on moment convergence of bootstrap M-estimators

DOI10.1524/stnd.2011.1078zbMath1208.62054OpenAlexW268025342MaRDI QIDQ3086117

Kengo Kato

Publication date: 29 March 2011

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/stnd.2011.1078

zbMATH Keywords

quantile regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (5)

Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation ⋮ Moment convergence of \(Z\)-estimators ⋮ Identification and estimation of triangular models with a binary treatment ⋮ Single index Fréchet regression ⋮ Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models

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