Bootstrapping and empirical edgeworth expansions in multiple linear regression models
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Publication:4839327
DOI10.1080/03610929408831443zbMath0823.62019OpenAlexW2092937466MaRDI QIDQ4839327
Publication date: 11 October 1995
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929408831443
bootstrap approximationlinear modelsmultiple linear regression modelsempirical Edgeworth expansiontwo-term Edgeworth expansiongeneral asymptotic expansionstudentized least squares estimate
Related Items (8)
Bootstrap validity for the score test when instruments may be weak ⋮ Bootstrapping the order selection test ⋮ Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution ⋮ Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter ⋮ Asymptotic expansion for weighted least squares in linear regression models ⋮ Bootstrapping the Hausman Test in Panel Data Models ⋮ Accurate confidence intervals in regression analyses of non-normal data ⋮ Applied regression analysis bibliography update 1994-97
Cites Work
- Edgeworth expansions for bootstrapping regression models
- Edgeworth expansion in regression models
- Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
- Bootstrapping regression models
- Bootstrapping \(M\)-estimators of a multiple linear regression parameter
- Refinements of the multidimensional central limit theorem and applications
- On the validity of the formal Edgeworth expansion
- Bootstrap methods: another look at the jackknife
- Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
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