The Annals of Statistics

Bootstrapping Regression Models

D. A. Freedman

Full-text: Open access

Abstract

The regression and correlation models are considered. It is shown that the bootstrap approximation to the distribution of the least squares estimates is valid, and some error bounds are given.

Article information

Source
Ann. Statist., Volume 9, Number 6 (1981), 1218-1228.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345638

Digital Object Identifier
doi:10.1214/aos/1176345638

Mathematical Reviews number (MathSciNet)
MR630104

Zentralblatt MATH identifier
0449.62046

JSTOR
links.jstor.org

Subjects
Primary: 62E20: Asymptotic distribution theory
Secondary: 62G05: Estimation 62G15: Tolerance and confidence regions

Keywords
Regression correlation least squares bootstrap Wasserstein metrics

Citation

Freedman, D. A. Bootstrapping Regression Models. Ann. Statist. 9 (1981), no. 6, 1218--1228. doi:10.1214/aos/1176345638. https://projecteuclid.org/euclid.aos/1176345638


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