On Bootstrapping M-Estimated Residual Pr
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H.L. Koul; S.N. Lahiri
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Article
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1994
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Elsevier Science
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English
β 345 KB
It is shown, under fairly general conditions, that Efron's bootstrap procedure captures the limit distribution of weighted empirical processes based on \(M\)-estimated residuals in multiple linear regression models. As an application, we construct bootstrap confidence bands for the error distributio