Bootstrap Methods for Linear Models

  • Thorsten Dickhaus


We consider linear models with deterministic and random design, respectively. The finite-sample error distribution of the least squares estimator of the vector of regression coefficients is approximated by means of appropriate bootstrap methods. The (asymptotic) validity of these approximations is shown by means of (conditional) multivariate central limit theorems.


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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Thorsten Dickhaus
    • 1
  1. 1.Institute for StatisticsUniversity of BremenBremenGermany

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