On the Bootstrapping Heteroscedastic Regression Models

by Octav M. Fercheluc .

Abstract: The distributions of deviations of point estimators for parameters of interest are essential in the evaluation of the efficiency of point estimators. The bootstrap methods suggested by B. Efron is one of the main method directed at solving the problem of producing distributions which mimic the unobserved distributions of deviations.

Key Words: Bootstrap, Heteroscedastic Regression, Resampling, Ordinary Least Squares Estimates, Central Limit Resampling Theorem

Author:
Octav M. Fercheluc, foctav@pro.math.unibuc.ro

Editor: Wei-Min Huang , wh02@lehigh.edu

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