Bootstrapping for multivariate linear regression models
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DOI: 10.1016/j.spl.2017.11.001
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- Lai, T. L. & Robbins, Herbert & Wei, C. Z., 1979. "Strong consistency of least squares estimates in multiple regression II," Journal of Multivariate Analysis, Elsevier, vol. 9(3), pages 343-361, September.
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Keywords
Multivariate bootstrap; Multivariate linear regression model; Residual bootstrap;All these keywords.
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