Bootstrap Approximation to the Distribution of M-estimates in a Linear Model

Authors
Wang, Xiao Ming Zhou, Wang
Citation
Wang, Xiao Ming et Zhou, Wang, Bootstrap Approximation to the Distribution of M-estimates in a Linear Model, Acta mathematica Sinica. English series (Print) , 20(1), 2004, pp. 93-104
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
20
Issue
1
Year of publication
2004
Pages
93 - 104
Database
ACNP
SICI code
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.