Multiplier Bootstrap for Empirical Processes

Yu-Chin Hsu

No 16-A010, IEAS Working Paper : academic research from Institute of Economics, Academia Sinica, Taipei, Taiwan

Abstract: Multiplier bootstrap (MB) has been used to approximate the limiting processes of empirical processes in various papers. In this paper, we consider multiplier bootstrap in three cases. First, we consider MB for standard empirical process. Second, we extend the MB to account for estimation effects of the pre-estimated parameters or unknown nonparametric functions. Last, we consider MB for Nadaraya-Waston nonparametric kernel estimators. JEL Classification: C01, C15

Keywords: Empirical Process; Multiplier Bootstrap; Nonparametric Estimator (search for similar items in EconPapers)
Pages: 23 pages
Date: 2016-09
New Economics Papers: this item is included in nep-ecm
References: Add references at CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
https://www.econ.sinica.edu.tw/~econ/pdfPaper/16-A010.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sin:wpaper:16-a010

Access Statistics for this paper

More papers in IEAS Working Paper : academic research from Institute of Economics, Academia Sinica, Taipei, Taiwan Contact information at EDIRC.
Bibliographic data for series maintained by HsiaoyunLiu ().