Edgeworth expansions for errors-in-variables models

DOI10.1016/0047-259X(92)90045-HMaRDI QIDQ1201131zbMATH OpenOpenAlexFDO

Authors G. Jogesh Babu, Zhidong 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

normal approximationskewnessEdgeworth expansionsindependent random vectorsbootstrapped statisticsbootstrap distributionestimates of regression parameterslinear errors-in-variables modelsnonidentically distributed random vectorsstudentized estimators

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 3862227
• Edgeworth expansion in regression models
• Edgeworth expansion in partial linear models
• Edgeworth expansions for bootstrapping regression models
• Edgeworth expansions for GEL estimators
• Edgeworth expansion for linear regression processes with long-memory errors
• Edgeworth expansions for M-estimators of a regression parameter

Cites work

• scientific article; zbMATH DE number 3647917 (Why is no real title available?)
• scientific article; zbMATH DE number 3907556 (Why is no real title available?)
• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 3240836 (Why is no real title available?)
• A Note on the Maximum Likelihood Estimation of a Linear Structural Relationship
• A note on G. R. Dolby's unreplicated ultrastructural model
• An Asymptotic Expansion for the Distribution of a Statistic Admitting a Stochastic Expansion. I
• Edgeworth correction by bootstrap in autoregressions
• Edgeworth expansions for sampling without replacement from finite populations
• Inference on means using the bootstrap
• LEAST-SQUARES FITTING OF A STRAIGHT LINE
• 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

Cited in

(8)

• Estimation of the slope in linear non-normal structural relationships
• Edgeworth expansion in partial linear models
• Edgeworth and saddlepoint expansions for nonlinear estimators
• Edgeworth expansion in regression models
• scientific article; zbMATH DE number 3862227 (Why is no real title available?)
• Bootstrap for nonstandard cases
• Asymptotics and bootstrap for inverse Gaussian regression
• Erratum

This page was built for publication: Edgeworth expansions for errors-in-variables models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1201131)