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On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models - MaRDI portal

On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models (Q1907831)

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scientific article; zbMATH DE number 844621
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English
On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
scientific article; zbMATH DE number 844621

    Statements

    On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models (English)
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    22 June 1997
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    \(M\)-estimator
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    Studentized multivariate \(M\)-estimator
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    stationarity
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    strong mixing
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    multiple linear regression model
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    two-term Edgeworth expansion
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    moving block bootstrap
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    Identifiers