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Vietnam Journal of Mathematics
37:4 (2009) 443-456
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On Bootstrapping Regression and Correlation Models with Random Resample Size
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Nguyen Van Toan
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Abstract. The regression and correlation models are considered. Under some fixed assumptions on random resample size we show that the bootstrap approximation with random resample size to the distribution of the least squares estimates works as bootstrap.
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2000 Mathematics Subject Classification:
Primary 62E20; Secondary 62G05, 62G15.
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Keywords: Regression, correlation, bootstrap, Mallows metric, random resample size.
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