Bootstrap approximation to the distribution of M-estimates in a linear model

DOI10.1007/s10114-003-0246-6zbMath1140.62317OpenAlexW1968110531MaRDI QIDQ1888705

Yanyan Li

Publication date: 26 November 2004

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-003-0246-6

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Related Items (4)

An information-theoretic approach to effective inference for Z-functionals ⋮ M-estimates for stationary and scaled residuals ⋮ Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process ⋮ Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter

Cites Work

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• Rates of a.s. convergence of the estimation of error variance in linear models
• Bootstrap methods: another look at the jackknife
• Asymptotic behavior of M-estimators for the linear model
• Probability Inequalities for the Sum of Independent Random Variables
• Linear representation of M-estimates in linear models
• The bootstrap and Edgeworth expansion

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