Numerical approximation of conditional asymptotic variances using Monte Carlo simulation

DOI10.1007/s00180-008-0121-0zbMath1233.62039OpenAlexW2033898478MaRDI QIDQ549619

Fassil Nebebe, Tak K. Mak

Publication date: 18 July 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-008-0121-0

zbMATH Keywords

statistical computingbootstrap variance estimatorunbounded variance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)

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Cites Work

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