Bootstrap of minimum distance estimators in regression with correlated disturbances

DOI10.1016/S0378-3758(02)00314-2zbMath1051.62040OpenAlexW2038422342MaRDI QIDQ1866237

José A. Vilar-Fernández, Juan M. Vilar Fernández

Publication date: 3 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00314-2

zbMATH Keywords

bootstrapnonparametric estimationlinear regression modelsMinimum distance estimators

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Bootstrapping regression models with locally stationary disturbances ⋮ Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors ⋮ On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates

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