On resampling methods for variance and bias estimation in linear models
From MaRDI portal
Publication:1106593
DOI10.1214/aos/1176350945zbMath0651.62063MaRDI QIDQ1106593
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
bootstrap; least squares estimator; Bias reduction; resampling methods; Consistency; mean squared errors; heteroscedastic linear model; large sample properties; imbalance measure; asymptotically unbiased; weighted jackknife; bias estimators; homoscedastic error model.; resampling variance
62J05: Linear regression; mixed models
62G05: Nonparametric estimation
62F35: Robustness and adaptive procedures (parametric inference)
62G99: Nonparametric inference
Related Items
A quadratic approximation for jackknife estimators of the variance of sample mean functions, An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models, Jackknifing type weighted least squares estimators in partially linear regression models., Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models, Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing