Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
نویسندگان
چکیده
منابع مشابه
Second Order Correctness of Perturbation Bootstrap M-Estimator of Multiple Linear Regression Parameter
Consider the multiple linear regression model yi = x ′ iβ + i, where i’s are independent and identically distributed random variables, xi’s are known design vectors and β is the p×1 vector of parameters. An effective way of approximating the distribution of the M-estimator β̄n, after proper centering and scaling, is the Perturbation Bootstrap Method. In this current work, second order results of...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2019
ISSN: 1350-7265
DOI: 10.3150/17-bej1001