On bootstrapping \(M\)-estimated residual processes in multiple linear regression models

DOI10.1006/jmva.1994.1025zbMath0795.62063OpenAlexW2068851633MaRDI QIDQ1328353

Hira L. Koul, Soumendra Nath Lahiri

Publication date: 4 July 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1025

zbMATH Keywords

weighted empirical processeslimit distributionbootstrap procedurebootstrap confidence bandserror distributionmultiple linear regression models\(M\)-estimated residualsdistribution-free goodness-of-fit testsweighted residual empirical processes

Mathematics Subject Classification ID

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

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