Bootstrapping \(M\)-estimators of a multiple linear regression parameter

DOI10.1214/aos/1176348784zbMath0792.62058OpenAlexW2089022571MaRDI QIDQ1206724

Soumendra Nath Lahiri

Publication date: 1 April 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176348784

zbMATH Keywords

bootstrap method\(M\)-estimatorscore functionmultiple linear regression modelStudentized estimatorsindependent random errorssecond order correcttwo-term Edgeworth expansions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Point estimation (62F10) Nonparametric statistical resampling methods (62G09)

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