|
|
|
Vietnam
Journal of Mathematics 37:4 (2009) 443-456
|
|
On Bootstrapping Regression and Correlation Models
with Random Resample Size
|
|
Nguyen Van Toan
|
|
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.
|
|
2000 Mathematics Subject Classification: Primary 62E20;
Secondary 62G05, 62G15.
|
|
Keywords: Regression, correlation, bootstrap,
Mallows metric, random resample size.
|
|
|
|
Vietnam Academy of Science and Technology & Vietnamese
Mathematical Society
©
Copyright 2009 Vietnam
Journal of Mathematics. All rights reserved.
|
|