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Volumn 56, Issue 1, 1996, Pages 42-59

On edgeworth expansion and moving block bootstrap for Studentized M-estimators in multiple linear regression models

(1)  Lahiri, Soumendra Nath a  

a NONE

Author keywords

Edgeworth expansion; M estimators; Moving block bootstrap; Multiple linear regression; Stationarity; Strong mixing; Studentization

Indexed keywords


EID: 0029689540     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0003     Document Type: Article
Times cited : (50)

References (24)
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