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On asymptotics of t-type regression estimation in multiple linear model

โœ Scribed by Hengjian Cui


Book ID
111784584
Publisher
SP Science China Press
Year
2004
Tongue
English
Weight
205 KB
Volume
47
Category
Article
ISSN
1674-7283

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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