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Dimension Asymptotics for Generalised Bootstrap in Linear Regression |
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| Authors: | Snigdhansu Chatterjee Arup Bose |
| Affiliation: | (1) Department of Mathematics and Statistics, University of Nebraska-Lincoln, 924 Oldfather Hall, P.O. Box 880323, Lincoln, NE, 68588-0323, U.S.A.;(2) Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, 203 Barrackpore Trunk Road, Calcutta, 700035, India |
| Abstract: | We prove consistency of a class of generalised bootstrap techniques for the distribution of the least squares parameter estimator in linear regression, when the number of parameters tend to infinity with data size and the regressors are random. We show that best results are obtainable with resampling techniques that have not been considered earlier in the literature. |
| Keywords: | Bootstrap jackknife regression dimension asymptotics |
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