Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7007220
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter |
scientific article; zbMATH DE number 7007220 |
Statements
Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (English)
0 references
28 January 2019
0 references
Edgeworth expansion
0 references
generalized bootstrap
0 references
M-estimation
0 references
perturbation bootstrap
0 references
residual bootstrap
0 references
second order correct (S.O.C.)
0 references
studentization
0 references
wild bootstrap
0 references
0 references
0 references
0.8306158185005188
0 references
0.8229084610939026
0 references
0.8082253932952881
0 references
