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Bootstrap of the linear correlation model |
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| Authors: | Stute Wlhfkied |
| Affiliation: | Mathematical Institute , Universitv of Giessen , Giessen, F.R, 6300, Germany |
| Abstract: | In the linear correlation model one observes an i.i.d. sequence (Xi, F$), i^l, of {p + l)-variate random vectors satisfying Yi=Xif}+ei. In this paper, we show the validity of the bootstrap for the LSE of p under minimal moment assumptions, answering a question posed by D. FREEDMAK |
| Keywords: | Linear correlation model bootstrap |