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- W2029519170 abstract "A simulation study illustrates the good accuracy of the bootstrap bias-corrected accelerated confidence interval ( BC a ) by Efron [1] in the simultaneous equations model when the errors are generated from a normal distribution contaminated by a heavy-tailed distribution. When the sample size is small, the BC a confidence interval is shown to have a substantially smaller coverage error than the normal asymptotic interval, which is, however, often used in practice." @default.
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- W2029519170 title "Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination" @default.
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- W2029519170 doi "https://doi.org/10.1016/s0895-7177(01)00124-8" @default.
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