A note on the bootstrap method for testing the existence of finite moments
This paper discusses a bootstrap-based test, which checks if finite moments exist, and indicates cases of possible misapplication. It notes, that a procedure for finding the smallest power to which observations need to be raised, such that the test rejects a hypothesis that the corresponding moment...
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| Format: | Article |
| Language: | English |
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University of Bologna
2014-12-01
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| Series: | Statistica |
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| Online Access: | http://rivista-statistica.unibo.it/article/view/5504 |