Edgeworth Expansions for Bootstrapping Regression Models
نویسندگان
چکیده
منابع مشابه
Edgeworth Expansions for Errors-in-Variables Models
Edgeworth expansions for sums of independent but not identically distributed multivariate random vectors are established. The results are applied to get valid Edgeworth expansions for estimates of regression parameters in linear errors-invariable models. The expansions for studentized versions are also developed. Further, Edgeworth expansions for the corresponding bootstrapped statistics are ob...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1989
ISSN: 0090-5364
DOI: 10.1214/aos/1176347375