On bootstrapping regression and correlation models with random resample size

MaRDI QIDQ1049570zbMATH OpenFDO

Authors Van Toan Nguyen

Publication date 13 January 2010

Published in Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL http://www.math.ac.vn/publications/vjm/VJM_37/443.htm

zbMATH Keywords

bootstrapempirical distributionsMallows metricrandom resample size

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05)

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(8)

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• A resampling method for regression models with serially correlated errors
• Bootstrap of minimum distance estimators in regression with correlated disturbances
• On weak convergence of the bootstrap general empirical process with random resample size
• Bootstrapping logistic regression models with random regressors
• Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
• Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation
• On the asymptotic distribution of the bootstrap estimate with random resample size

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