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.
MLA
Abrevaya, Jason, and Jian Huang. “On the Bootstrap of the Maximum Score Estimator.” Econometrica, vol. 73, .no 4, Econometric Society, 2005, pp. 1175-1204, https://doi.org/10.1111/j.1468-0262.2005.00613.x
Chicago
Abrevaya, Jason, and Jian Huang. “On the Bootstrap of the Maximum Score Estimator.” Econometrica, 73, .no 4, (Econometric Society: 2005), 1175-1204. https://doi.org/10.1111/j.1468-0262.2005.00613.x
APA
Abrevaya, J., & Huang, J. (2005). On the Bootstrap of the Maximum Score Estimator. Econometrica, 73(4), 1175-1204. https://doi.org/10.1111/j.1468-0262.2005.00613.x
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