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Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Issued date: 1996-03

Serie-No.: UC3M Working papers. Statistics and Econometrics96-19

Keywords: Asymptotic inference , Confidence ellipsoids , Least squares estimation , Mallows distance , Resampling

Rights: Atribución-NoComercial-SinDerivadas 3.0 España

Abstract:A res amp ling method is introduced to approximate the asymptotic distribution of the least squaresestimate when the fitted regression model is misspecified. Both theoretical and applied aspects arestudied.A res amp ling method is introduced to approximate the asymptotic distribution of the least squaresestimate when the fitted regression model is misspecified. Both theoretical and applied aspects arestudied.+-





Autor: Velilla, Santiago

Fuente: http://e-archivo.uc3m.es


Introducción



Universidad Carlos III de Madrid Repositorio institucional e-Archivo http:--e-archivo.uc3m.es Departamento de Estadística DES - Working Papers.
Statistics and Econometrics.
WS 1996-03 On the bootstrap in misspecified regression models Velilla, Santiago http:--hdl.handle.net-10016-10429 Descargado de e-Archivo, repositorio institucional de la Universidad Carlos III de Madrid ON THE BOOTSTRAP IN MISSPECIFIED REGRESSION MODELS Santiago Velilla 96-19 (f) 0::: w 0. « 0. Universidad Caries III de Madrid Working Paper 96-19 Departamento de Estadfstica y Econometrfa Universidad Carlos III de Madrid Statistics and Econometrics Series 06 Calle Madrid, 126 March 1996 28903 Getafe (Spain) Fax (341) 624-9849 ON THE BOOTS TRAP IN MISSPECIFIED REGRESSION MODELS Santiago Velilla* Abstract _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ A res amp ling method is introduced to approximate the asymptotic distribution of the least squares estimate when the fitted regression model is misspecified.
Both theoretical and applied aspects are studied. Key Words Asymptotic inference; Confidence ellipsoids; Least squares estimation; Mallows distance; Resampling. * Departamento de Estadfstica y Econometrfa, Universidad CarIos III de Madrid, 28903 - Getafe, Madrid (Spain).
Research partially supported by DGICYT grant PB93-0232 (Spain). Working Paper 96 - 19 Statistics and Econometric Series (06) March 1996 ON THE BOOTSTRAP IN MISSPECIFIED REGRESSION MODELS Santiago Velilla* il and .
1trtact: A resampling method is introduced to approximate the asymptotic distribution of the least squares estimate when the fitted regression model is misspecified.
Both theoretical and applied aspects are studied. ]{~: Asymptotic inference; Confidence ellipsoids; Least squares estimation; Mallows distance; Resampling. * Departamento de Estadistica y Econometria,.
Universidad Carlos III de Madrid, 28903 - Getafe, Madrid DGICYT grant PB93 - 0232 (Spain). 1 ...





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