Resampling permutations in regression without second moments
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Publication:1915358
DOI10.1006/jmva.1996.0025zbMath0863.62039MaRDI QIDQ1915358
Krzysztof Podgórski, Raoul Le Page
Publication date: 15 June 1997
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1996.0025
permutations; extreme values; confidence regions; conditional distribution; randomness; multiple regression model; resampling distribution; domain of attraction of stable laws; conditional confidence sets; conditional invariance principle; contrast vectors; distribution of errors conditional on their order statistics; limiting bootstrap distributions; reduced regression models
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