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math.ST2017★ 4 cited
Asymptotic coverage probabilities of bootstrap percentile confidence intervals for constrained parameters
Chunlin Wang, Paul Marriott, Pengfei Li
The asymptotic behaviour of the commonly used bootstrap percentile confidence interval is investigated when the parameters are subject to linear inequality constraints. We concentr…
math.ST2008
On the Asymptotic Normality of the Conditional Maximum Likelihood Estimators for the Truncated Regression Model and the Tobit Model
Chunlin Wang
In this paper, we study the asymptotic normality of the conditional maximum likelihood (ML) estimators for the truncated regression model and the Tobit model. We show that under th…
math.ST2006★ 1 cited
Estimation of Parameters of Stable Distributions
Chunlin Wang
In this paper, we propose a method based on GMM (the generalized method of moments) to estimate the parameters of stable distributions with . We don't assume symmetry for st…