On resampling methods for variance and bias estimation in linear models

DOI10.1214/AOS/1176350945zbMATH Open0651.62063OpenAlexW2009586519MaRDI QIDQ1106593FDOQ1106593

Authors: Jun Shao 

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350945

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zbMATH Keywords

bootstrapresampling methodsleast squares estimatormean squared errorsConsistencyheteroscedastic linear modellarge sample propertiesimbalance measureBias reductionasymptotically unbiasedweighted jackknifebias estimatorshomoscedastic error model.resampling variance

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric inference (62G99)

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• Extended Jackknife Estimates in Linear or Nonlinear Regression
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• Sharpening estimators using resampling
• An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models

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