Some finite sample theory for bootstrap regression estimates

DOI10.1016/0378-3758(94)00027-SzbMath0811.62051OpenAlexW1965860364MaRDI QIDQ1345573

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)

Cites Work

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

This page was built for publication: Some finite sample theory for bootstrap regression estimates