1 citations · 1 across the 1 of their papers we have counts for
2 papers
econ.EM2020★ 1 cited
A More Robust t-Test
Ulrich K. Mueller
Standard inference about a scalar parameter estimated via GMM amounts to applying a t-test to a particular set of observations. If the number of observations is not very large, the…
math.PR2018
Refining the Central Limit Theorem Approximation via Extreme Value Theory
Ulrich K. Mueller
We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations f…