On the bootstrap of the maximum score estimator

被引：77

作者：

Abrevaya, J

Haung, J

机构：

[1] Purdue Univ, Dept Econ, W Lafayette, IN 47907 USA

[2] Univ Iowa, Dept Stat & Actuarial Sci, Iowa City, IA 52242 USA

来源：

ECONOMETRICA | 2005年 / 73卷 / 04期

关键词：

maximum score estimation; bootstrap; cube-root asymptotics;

D O I：

10.1111/j.1468-0262.2005.00613.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper shows that the bootstrap does not consistently estimate the asymptotic distribution of the maximum score estimator. The theory developed also applies to other estimators within a cube-root convergence class. For some single-parameter estimators in this class, the results suggest a simple method for inference based upon the bootstrap.

引用

收藏

页码：1175 / 1204

页数：30

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