Publication:
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator

Simple item page
dc.affiliation.dptoUC3M. Departamento de Economíaes
dc.contributor.authorDelgado, Miguel A.
dc.contributor.authorRodríguez Poo, Juan M.
dc.contributor.authorWolf, Michael
dc.date.accessioned2009-07-17T11:16:59Z
dc.date.available2009-07-17T11:16:59Z
dc.date.issued2001
dc.description.abstractKim and Pollard (Annals of Statistics, 18 (1990) 191?219) showed that a general class of M-estimators converge at rate n1/3 rather than at the standard rate n1/2. Many times, this situation arises when the objective function is non-smooth. The limiting distribution is the (almost surely unique) random vector that maximizes a certain Gaussian process and is difficult to analyze analytically. In this paper, we propose the use of the subsampling method for inferential purposes. The general method is then applied to Manski?s maximum score estimator and its small sample performance is highlighted via a simulation study.
dc.description.statusPublicado
dc.format.mimetypetext/plain
dc.format.mimetypeapplication/pdf
dc.identifier.bibliographicCitationEconomics Letters. 2001, vol. 73, nº. 2, p. 241-250
dc.identifier.doi10.1016/S0165-1765(01)00494-3
dc.identifier.issn0165-1765
dc.identifier.urihttps://hdl.handle.net/10016/2449
dc.language.isoeng
dc.language.isoeng
dc.publisherElsevier
dc.relation.publisherversionhttp://dx.doi.org/10.1016/S0165-1765(01)00494-3
dc.rights© Elsevier
dc.rights.accessRightsopen access
dc.subject.ecienciaEconomía
dc.subject.jelC12
dc.subject.jelC14
dc.subject.jelC15
dc.subject.otherCube root asymptotics
dc.subject.otherHypothesis tests; Subsampling
dc.titleSubsampling inference in cube root asymptotics with an application to Manski's maximum score estimator
dc.typeresearch article*
dc.type.reviewPeerReviewed
dspace.entity.typePublication
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
submanpling_EL_2001_ps.pdf
Size:
269.11 KB
Format:
Adobe Portable Document Format
Description:
Download
Collections
DE - Artículos de Revistas
Economists Online