Asymptotic efficiency of randomly weighted bootstrap for linear models

DOI10.1007/BF02898942MaRDI QIDQ5955886zbMATH OpenFDO

Authors Yaohua Wu, Lincheng Zhao

Publication date 18 February 2002

Published in Chinese Science Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02898942

zbMATH Keywords

linear modelsM-estimatesrandomly weighted bootstrap

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• Asymptotic behavior of M-estimators for the linear model
• scientific article; zbMATH DE number 4043055 (Why is no real title available?)
• scientific article; zbMATH DE number 4080616 (Why is no real title available?)
• scientific article; zbMATH DE number 775848 (Why is no real title available?)
• scientific article; zbMATH DE number 224166 (Why is no real title available?)
• Linear representation of M-estimates in linear models
• On a second-order asymptotic property of the Bayesian bootstrap mean
• Strong convergence of bootstrap approximations to the distributions of M-estimates in linear models
• The jackknife and bootstrap

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(3)

• The Effect of Estimating Weights in Weighted Least Squares
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