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

From MaRDI portal





scientific article; zbMATH DE number 844621
Language Label Description Also known as
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)
    0 references
    22 June 1997
    0 references
    \(M\)-estimator
    0 references
    Studentized multivariate \(M\)-estimator
    0 references
    stationarity
    0 references
    strong mixing
    0 references
    multiple linear regression model
    0 references
    two-term Edgeworth expansion
    0 references
    moving block bootstrap
    0 references

    Identifiers