Some finite sample theory for bootstrap regression estimates

DOI10.1016/0378-3758(94)00027-SMaRDI QIDQ1345573zbMATH OpenOpenAlexFDO

Authors V. Pereyra

Publication date 26 April 1995

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(94)00027-s

zbMATH Keywords

Monte Carlo experimentsbootstrap regression estimates

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Recommendations

• Some asymptotic behaviour of the bootstrap estimates on a finite sample
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Cites work

• Better Bootstrap Confidence Intervals
• Bootstrap Confidence Intervals and Bootstrap Approximations
• Bootstrapping regression models
• Bootstrapping robust regression
• Jackknife, bootstrap and other resampling methods in regression analysis
• On bootstrapping two-stage least-squares estimates in stationary linear models
• On the asymptotic accuracy of Efron's bootstrap
• Resampling Inference With Complex Survey Data
• Some asymptotic theory for the bootstrap
• Variance stabilization and the bootstrap

Cited in

(2)

• Fixed regressors in bootstrap regression
• Some asymptotic behaviour of the bootstrap estimates on a finite sample

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