Bootstrap variance and bias estimation in linear models

DOI10.2307/3314934zbMath0669.62022OpenAlexW2050231297MaRDI QIDQ3822991

Jun Shao

Publication date: 1988

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314934

zbMATH Keywords

least-squares methodvariancelinearization methodbiassimulation studyconsistentmean squared errorsbootstrap estimatorsasymptotically unbiased

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items

Jackknifing in partially linear regression models with serially correlated errors, Bootstrap estimation of the asymptotic variances of statistical functionals

Cites Work

• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Bootstrapping regression models
• Bootstrap methods: another look at the jackknife