Edgeworth expansion in regression models
AbstractAsymptotic expansions for the standardized as well as the studentized least squares estimate in multiple linear regression models are obtained without assuming normal errors and under simple assumptions that are easy to check.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 35 (1990)
Issue (Month): 1 (October)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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