A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters-Reference-Cited by-同舟云学术

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A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters

Published:2021-11-24 Issue: Volume: Page:
ISSN:0026-1335
Container-title:Metrika
language:en
Short-container-title:Metrika

Author:

Wang Chunlin^ORCID,Marriott Paul,Li Pengfei

Funder

National Natural Science Foundation of China

Humanities and Social Sciences Foundation of Ministry of Education

Natural Science Foundation of Fujian Province

Natural Sciences and Engineering Research Council of Canada

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s00184-021-00851-0.pdf

Reference22 articles.

1. Andrews DW, Guggenberger P (2009) Validity of subsampling and “plug-in asymptotic” inference for parameters defined by moment inequalities. Econometric Theory 25(3):669–709

2. Andrews DW, Guggenberger P (2010) Asymptotic size and a problem with subsampling and with the $$m$$ out of $$n$$ bootstrap. Econom Theor 26(2):426–468

3. Andrews DWK (1997) A simple counterexample to the bootstrap. Cowles Foundation discussion paper 1157, Cowles foundation for research in economics, Yale University. http://cowles.yale.edu/cfdp-1157

4. Andrews DWK (2000) Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space. Econometrica 68(2):399–405

5. Andrews DWK (2001) Testing when a parameter is on the boundary of the maintained hypothesis. Econometrica 69(3):683–734

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