Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/62178
Authors: 
Hlávka, Zdenéek
Year of Publication: 
2000
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 2000,94
Abstract: 
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.
Subjects: 
fixed-width confidence intervals
sequential estimation
bootstrap for M-estimators
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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