Article ID Journal Published Year Pages File Type
5096719 Journal of Econometrics 2010 21 Pages PDF
Abstract
Subsampling CIs for a parameter that may be near a lower boundary are shown to have incorrect asymptotic size for upper one-sided and equal-tailed and symmetric two-sided CIs. Again, size-correction is possible. In this model as well, all types of hybrid subsampling CIs are found to have correct asymptotic size.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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