Bootstrapping regression models
From MaRDI portal
Publication:1147467
DOI10.1214/aos/1176345638zbMath0449.62046MaRDI QIDQ1147467
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345638
correlation; Wasserstein metric; error bounds; bootstrap approximation; regression; Mallows metric; distribution of least squares estimates
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
62H20: Measures of association (correlation, canonical correlation, etc.)
62J02: General nonlinear regression
Related Items
Resampling a nonlinear regression model in the frequency domain, Bootstrapping estimators for the seemingly unrelated regressions model, Jackknifing the bootstrap: some monte carlo evidence, A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models, A bootstrap procedure in linear regression with nonstationary errors, Simulation Study of Conditional, Bootstrap, andtConfidence Intervals in Linear Regression, A bootstrap method for structure detection of NARMAX models, Smoothed bootstrap consistency through the convergence in mallows metric of smooth estimates, The estimating function bootstrap, BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS, Testing for multivariate heteroscedasticity, Bootstrapping and empirical edgeworth expansions in multiple linear regression models, Bootstrapping time series models, Ordinary and weighted least-squares estimators, Bootstrap standard error estimates in a switching regression model with unknown switch point, Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity, Goodness‐of‐fit tests for parametric models in censored regression, More Efficient Tests Robust to Heteroskedasticity of Unknown Form, The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models, A suboptimal bootstrap method for structure detection of non-linear output-error models with application to human ankle dynamics, On the bootstrap in misspecified regression models., Small sample performance of jackknife confidence intervals for the james-stein estimator, Efficiency and robustness of a resampling \(M\)-estimator in the linear model, Bootstrapping in multiplicative models, Bootstrap confidence intervals in a switching regressions model, Bootstrap approximation of nearest neighbor regression function estimates, Comparison of error distributions in nonparametric regression, Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap, Bootstrapping estimation for estimating relative potency in combinations of bioassays, On resampling techniques for regression models, Consistent nonparametric multiple regression: the fixed design case, Estimating the variability of the Stein estimator by bootstrap, Residuals density estimation in nonparametric regression, Some bootstrap methods in nonlinear mixed-effect models, Another look at the jackknife: Further examples of generalized bootstrap, Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987, Some finite sample theory for bootstrap regression estimates, Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley), Subsampling for heteroskedastic time series, The moving blocks bootstrap and robust inference for linear least squares and quantile regressions, Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap, A resampling method for regression models with serially correlated errors, On bootstrapping regressions with unit root processes, Estimating the \(p\)-values of robust tests for the linear model, Analyzing bagging, Bootstrap of minimum distance estimators in regression with correlated disturbances, How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach, Bootstrapping generalized linear models, Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study, Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures, A better way to bootstrap pairs., On regression adjustments to experimental data, On multivariate smoothed bootstrap consistency, Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case, Bootstrapping MM-estimators for linear regression with fixed designs, Some asymptotic behaviour of the bootstrap estimates on a finite sample, Some conditions on the design of a regression model, Jackknifing and bootstrapping quasi–likelihood estimators, The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results, Bootstrapping logistic regression models with random regressors, Bootstrap of the linear correlation model, Selection of Predictors in Distance-Based Regression, Testing upper and lower outlier paris in gamma samples, Bootstrapping in least absolute value regression: an application to hypothesis testing, A simulation study of bias in estimation of variance by bootstrap linear regression model, -Chart with runs and variable sampling intervals, ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL, Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case, A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models, Bootstrapping robust regression, A note on the bootstrap procedure for testing linear hypotheses, A distribution free method of detecting outliers in regression, Bootstrap variance and bias estimation in linear models, Semiparametric estimation of warranty costs, Bootstrap order selection for autoregressive models
