Bootstrap Approximation to the Distribution of M-estimates in a Linear Model
XiaoMingWANG, WangZHOU · Acta Scientiarum Naturalium Universitatis Sunyatseni · 2004
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.