Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
DOI10.3150/17-BEJ1001zbMath1442.62091arXiv1605.01440OpenAlexW2963360248WikidataQ128770049 ScholiaQ128770049MaRDI QIDQ1715548
Debraj Das, Soumendra Nath Lahiri
Publication date: 28 January 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.01440
Edgeworth expansionwild bootstrapM-estimationresidual bootstrapstudentizationgeneralized bootstrapperturbation bootstrapsecond order correct (S.O.C.)
Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)
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