𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Edgeworth expansion in regression models

✍ Scribed by Maher B. Qumsiyeh

Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
711 KB
Volume
35
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On Edgeworth Expansion and Moving Block
On Edgeworth Expansion and Moving Block Bootstrap for StudentizedM-Estimators in Multiple Linear Regression Models
✍ Soumendra Nath Lahiri πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 870 KB

where x i 's are known p\_1 vectors, ; is a p\_1 vector of parameters, and = 1 , = 2 , ... are stationary, strongly mixing random variables. Let ; n denote an M-estimator of ; corresponding to some score function . Under some conditions on , x i 's and = i 's, a two-term Edgeworth expansion for Stud

On Confidence Intervals in Nonparametric
On Confidence Intervals in Nonparametric Binary Regression via Edgeworth Expansions
✍ M.Celia Rodrı́guez-Campos πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 197 KB

Local confidence intervals for regression function with binary response variable are constructed. These intervals are based on both theoretical and ``plug-in'' normal asymptotic distribution of a usual statistic. In the plug-in approach, two ways of estimating bias are proposed; for them we obtain t