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Local linear M-estimation for spatial processes in fixed-design models

✍ Scribed by Jia Chen; Li-Xin Zhang


Publisher
Springer
Year
2009
Tongue
English
Weight
266 KB
Volume
71
Category
Article
ISSN
0026-1335

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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