Jackknife, bootstrap and other resampling methods in regression analysis

DOI10.1214/aos/1176350142zbMath0618.62072OpenAlexW2104499761WikidataQ29030730 ScholiaQ29030730MaRDI QIDQ1822432

C. F. Jeff Wu

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350142

zbMATH Keywords

histogramnonlinear parameterssimulation resultsleast squares estimatorresampling methodsgeneralized linear modelsFieller's intervalheteroscedastic errorsbootstrap methodsbias-robustinterval estimatorsweighted jackknife variance estimatorsbias-reducing estimatorshomoscedastic errorsjackknife percentileregression M-estimatorsresampling residualsvariable jackknifeweighted delete-one jackknife variance estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05) General nonlinear regression (62J02)

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