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A large sample study of randomly weighted bootstrap in linear models

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Abstract

The method of randomly weighted bootstrap is used to derive the approximation ofM-estimates in linear models. It is shown that the approximation is asymptotically valid under some mild conditions.

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Authors and Affiliations

  1. Department of Statistics and Finance, Univenity of Science and Technology of China, 230026, Hefei, China

    Yaohua Wu & Lincheng Zao

Authors
  1. Yaohua Wu
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  2. Lincheng Zao
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Additional information

Project partially supported by the National Natural Science Foundation of China (Grant No. 19631040), the Ph. D. Program Foundation of the National Education Commission of China and the Special Foundation of the Chinese Academy of Sciences.

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Wu, Y., Zao, L. A large sample study of randomly weighted bootstrap in linear models. Sci. China Ser. A-Math. 42, 1066–1074 (1999). https://doi.org/10.1007/BF02889508

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  • DOI: https://doi.org/10.1007/BF02889508

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