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Journal of Nonparametric Statistics Volume 25, 2013 - Issue 2
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Original Articles

A bootstrap method to test for the existence of finite moments

Igor Fedotenkov Dipartimento di Scienze Economiche, University of Verona, Via dell'Artigliere 19, 37129, Verona, ItalyCorrespondence[email protected]
Pages 315-322 | Received 03 Oct 2011, Accepted 16 Nov 2012, Published online: 07 Feb 2013

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Read on this site (2)

Wai Leong Ng & Chun Yip Yau. (2018) Test for the existence of finite moments via bootstrap. Journal of Nonparametric Statistics 30:1, pages 28-48.
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Rafael Bernardo Carmona-Benítez & María Rosa Nieto. (2017) Comparison of bootstrap estimation intervals to forecast arithmetic mean and median air passenger demand. Journal of Applied Statistics 44:7, pages 1211-1224.
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Articles from other publishers (6)

Robin Merkle & Andrea Barth. (2022) On Some Distributional Properties of Subordinated Gaussian Random Fields. Methodology and Computing in Applied Probability 24:4, pages 2661-2688.
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Bikramjit Das, Anulekha Dhara & Karthik Natarajan. (2021) On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor. Operations Research 69:4, pages 1077-1099.
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Lorenzo Trapani. (2016) Testing for (in)finite moments. Journal of Econometrics 191:1, pages 57-68.
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Alexis Akira Toda & Kieran Walsh. (2015) The Double Power Law in Consumption and Implications for Testing Euler Equations. Journal of Political Economy 123:5, pages 1177-1200.
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Igor Fedotenkov. (2013) Bootstrap for Testing the Existence of Finite Moments: A Caution for Possible Misapplication. SSRN Electronic Journal.
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Igor Fedotenkov. (2012) A Simple Nonparametric Test for the Existence of Finite Moments. SSRN Electronic Journal.
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