Bootstrap approximation to the distribution of M-estimates in a linear model

DOI10.1007/S10114-003-0246-6MaRDI QIDQ1888705zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 26 November 2004

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-003-0246-6

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Cites work

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• Asymptotic behavior of M-estimators for the linear model
• Bootstrap methods: another look at the jackknife
• Linear representation of M-estimates in linear models
• Probability Inequalities for the Sum of Independent Random Variables
• Rates of a.s. convergence of the estimation of error variance in linear models
• The bootstrap and Edgeworth expansion

Cited in

(16)

• scientific article; zbMATH DE number 4001211 (Why is no real title available?)
• scientific article; zbMATH DE number 1932272 (Why is no real title available?)
• Bootstrapping the empirical distribution of a linear process
• A note on moment convergence of bootstrap M-estimators
• Approximation to the distribution of the least squares estimators in two dimensional cosine models by randomly weighted bootstrap
• scientific article; zbMATH DE number 3986466 (Why is no real title available?)
• scientific article; zbMATH DE number 3965196 (Why is no real title available?)
• scientific article; zbMATH DE number 123470 (Why is no real title available?)
• scientific article; zbMATH DE number 5629940 (Why is no real title available?)
• Asymptotic efficiency of randomly weighted bootstrap for linear models
• A bootstrap based on the estimating equations of the linear model
• M-estimates for stationary and scaled residuals
• An information-theoretic approach to effective inference for Z-functionals
• scientific article; zbMATH DE number 1536287 (Why is no real title available?)
• Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter

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