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Introducing model uncertainty by moving blocks bootstrap

✍ Scribed by Andrés M. Alonso; Daniel Peña; Juan Romo


Publisher
Springer-Verlag
Year
2006
Tongue
English
Weight
561 KB
Volume
47
Category
Article
ISSN
0932-5026

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On Edgeworth Expansion and Moving Block
✍ Soumendra Nath Lahiri 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 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