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Hlávka, Zdeněk
Year of Publication: 
Series/Report no.: 
SFB 373 Discussion Paper No. 2000,94
The paper concerns the fixed-width confidence intervals for location based on M- estimators in the location model. A robust three-stage procedure is proposed and its asymptotic properties are studied. The performance of the procedure depends on some tuning parameters. Their effect on the proposed confidence interval is checked together with the overall behaviour of the procedure in a simulation study.
fixed-width confidence intervals
sequential estimation
bootstrap for M-estimators
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Document Type: 
Working Paper

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