Some finite sample theory for bootstrap regression estimates
β Scribed by Gordon Fisher; Ah Boon Sim
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 520 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
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## Abstract Sample size planning is one of the most important issues in the design of a study. Simple and accurate sample size formulas for a desired confidence interval width have been developed for many statistical procedures, but a simple and accurate sample size formula for the squared multiple
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