Bootstrapping and empirical edgeworth expansions in multiple linear regression models

DOI10.1080/03610929408831443zbMath0823.62019OpenAlexW2092937466MaRDI QIDQ4839327

Maher B. Qumsiyeh

Publication date: 11 October 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831443

zbMATH Keywords

bootstrap approximationlinear modelsmultiple linear regression modelsempirical Edgeworth expansiontwo-term Edgeworth expansiongeneral asymptotic expansionstudentized least squares estimate

Mathematics Subject Classification ID

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

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Cites Work

• Edgeworth expansions for bootstrapping regression models
• Edgeworth expansion in regression models
• Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
• Bootstrapping regression models
• Bootstrapping \(M\)-estimators of a multiple linear regression parameter
• Refinements of the multidimensional central limit theorem and applications
• On the validity of the formal Edgeworth expansion
• Bootstrap methods: another look at the jackknife
• Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations