Edgeworth expansions for errors-in-variables models

DOI10.1016/0047-259X(92)90045-HzbMath0754.62010OpenAlexW2139032998MaRDI QIDQ1201131

Gutti Jogesh Babu, Zhi-Dong Bai

Publication date: 17 January 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90045-h

zbMATH Keywords

Edgeworth expansionsnormal approximationskewnessindependent random vectorsbootstrapped statisticsbootstrap distributionestimates of regression parameterslinear errors-in-variables modelsnonidentically distributed random vectorsstudentized estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (3)

Bootstrap for nonstandard cases ⋮ Estimation of the slope in linear non-normal structural relationships ⋮ Asymptotics and bootstrap for inverse Gaussian regression

Cites Work

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• Inference on means using the bootstrap
• Edgeworth expansions for sampling without replacement from finite populations
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• On the asymptotic accuracy of Efron's bootstrap
• On the validity of the formal Edgeworth expansion
• The Fitting of Straight Lines When both Variables are Subject to Error
• A note on G. R. Dolby's unreplicated ultrastructural model
• An Asymptotic Expansion for the Distribution of a Statistic Admitting a Stochastic Expansion. I
• A Note on the Maximum Likelihood Estimation of a Linear Structural Relationship
• LEAST-SQUARES FITTING OF A STRAIGHT LINE

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