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Econometric Reviews Volume 32, 2013 - Issue 2
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Original Articles

Wild Bootstrap of the Sample Mean in the Infinite Variance Case

Giuseppe Cavaliere Department of Statistical Sciences, University of Bologna, Bologna, Italy
,
Iliyan Georgiev Faculdade de Economia, Universidade Nova de Lisboa, Lisbon, Portugal
&
A. M. Robert Taylor School of Economics, University of Nottingham, Nottingham, England, UKCorrespondence[email protected]
Pages 204-219 | Published online: 30 Jul 2012

Citations (11)

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Read on this site (2)

Giuseppe Cavaliere, Heino Bohn Nielsen & Anders Rahbek. (2020) Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling. Journal of Business & Economic Statistics 38:1, pages 55-67.
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Maryam Sohrabi & Mahmoud Zarepour. (2018) Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law. Statistics 52:1, pages 50-63.
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Articles from other publishers (9)

Eric Beutner, Alexander Heinemann & Stephan Smeekes. (2021) A justification of conditional confidence intervals. Electronic Journal of Statistics 15:1.
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Angus Grandison. (2020) Determining Confidence Intervals, and Convergence, for Parameters in Stochastic Evacuation Models. Fire Technology 56:5, pages 2137-2177.
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Giuseppe Cavaliere & Iliyan Georgiev. (2020) Inference Under Random Limit Bootstrap Measures. Econometrica 88:6, pages 2547-2574.
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Karim M. Abadir & Adriana Cornea-Madeira. (2018) LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS. Econometric Theory 35:03, pages 630-652.
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Maria Fragkeskou & Efstathios Paparoditis. (2018) Extending the Range of Validity of the Autoregressive (Sieve) Bootstrap. Journal of Time Series Analysis 39:3, pages 356-379.
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Giuseppe Cavaliere, Iliyan Georgiev & A.M.Robert Taylor. (2016) UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS. Econometric Theory 34:2, pages 302-348.
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Giuseppe Cavaliere, Iliyan Georgiev & A. M. Robert Taylor. (2016) Sieve-based inference for infinite-variance linear processes. The Annals of Statistics 44:4.
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Eduardo Fe & Simon A. Peters. (2017) A Note on the Use of the Bootstrap for Cost Effectiveness Analysis.. SSRN Electronic Journal.
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Karim M. Abadir & Adriana Cornea. (2011) Approximating Moments by Nonlinear Transformations. SSRN Electronic Journal.
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