Bootstrapping and empirical edgeworth expansions in multiple linear regression models

DOI10.1080/03610929408831443zbMath0823.62019MaRDI QIDQ4839327

Maher B. Qumsiyeh

Publication date: 11 October 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831443

zbMATH Keywords

bootstrap approximation; linear models; multiple linear regression models; empirical Edgeworth expansion; two-term Edgeworth expansion; general asymptotic expansion; studentized least squares estimate

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

Related Items

Asymptotic expansion for weighted least squares in linear regression models, Bootstrapping the order selection test, Bootstrapping the Hausman Test in Panel Data Models, Bootstrap validity for the score test when instruments may be weak, Accurate confidence intervals in regression analyses of non-normal data, Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter, Applied regression analysis bibliography update 1994-97

Cites Work

• Edgeworth expansions for bootstrapping regression models
• Edgeworth expansion in regression models
• Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
• Bootstrapping regression models
• Bootstrapping \(M\)-estimators of a multiple linear regression parameter
• Refinements of the multidimensional central limit theorem and applications
• On the validity of the formal Edgeworth expansion
• Bootstrap methods: another look at the jackknife
• Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations