Bootstrap Approximation to the Distribution of M-estimates in a Linear Model数学学报：英文版论文
【题名】：Bootstrap Approximation to the Distribution of M-estimates in a Linear Model数学学报：英文版论文(Bootstrap Approximation to the Distribution of M-estimates in a Linear ModelShuXueXueBao：YingWenBanLunWen) 【关键词】：靴带近似 M估计 线性模型 随机加权逼近 常态近似 【keywords】：XueDaiJinSi MGuJi XianXingMoXing SuiJiJiaQuanBiJin ChangTaiJinSi 【作者】：XiaoMingWANG,WangZHOU,      【来源】： 知识词典 【期刊名称】：数学学报：英文版(ShuXueXueBao：YingWenBan) 【国际标准刊号】：1439-8516        【国内统一刊号】：11-2039/O1 【作者单位】：[1]DepartmentofStatistics,ShanghaiUniversityofFinanceandEconomics,Shanghai200433,P.R.China [2]DepartmentofMathematics,HongKongUniversityofScienceandTechnology,HongKong([1]DepartmentofStatistics,ShanghaiUniversityofFinanceandEconomics,Shanghai200433,P.R.China [2]DepartmentofMathematics,HongKongUniversityofScienceandTechnology,HongKong) 【分类号】：O174.41 O211      【页码】：-93-104      【出版年】：2004.1 【下载地址】：下载pdf全文         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.
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