Resampling permutations in regression without second moments

DOI10.1006/jmva.1996.0025zbMath0863.62039OpenAlexW2035347992MaRDI QIDQ1915358

Krzysztof Podgórski, Raoul Le Page

Publication date: 15 June 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0025

zbMATH Keywords

permutationsextreme valuesconfidence regionsconditional distributionrandomnessmultiple regression modelresampling distributiondomain of attraction of stable lawsconditional confidence setsconditional invariance principlecontrast vectorsdistribution of errors conditional on their order statisticslimiting bootstrap distributionsreduced regression models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Related Items (6)

A permutation approach to goodness-of-fit testing in regression models ⋮ CONDITIONING VS. STANDARDIZATION FOR CONTRASTS ON ERRORS ATTRACTED TO STABLE LAWS ⋮ Sieve-based inference for infinite-variance linear processes ⋮ Bounds for the accuracy of Poissonian approximations of stable laws ⋮ UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS ⋮ Bootstrapping convex hulls

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