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 prob...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.展开更多
基金supported by Fund of 211 Program of SHUFEFund of Educational Committee of Shanghai
文摘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.