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- Title
Bootstrap Approximation to the Distribution of M-estimates in a Linear Model.
- Authors
Xiao Ming Wang, Xin Rong; Wang Zhou, Xin Rong
- Abstract
The authors establish the approximations to the distribution of M-estimates in a linear model by the bootstrap and the linear representation of bootstrap M-estimation, and prove that the approximation is valid in probability 1. A simulation is made to show the effects of bootstrap approximation, randomly weighted approximation and normal approximation.
- Subjects
STATISTICAL bootstrapping; APPROXIMATION theory; FUNCTIONAL analysis; LINEAR statistical models; NUMERICAL analysis; MATHEMATICAL models; REGRESSION analysis
- Publication
Acta Mathematica Sinica, 2004, Vol 20, Issue 1, p93
- ISSN
1439-8516
- Publication type
Article
- DOI
10.1007/s10114-003-0246-6