Edgeworth Expansions for Errors-in-Variables Models

  title={Edgeworth Expansions for Errors-in-Variables Models},
  author={GUTTI and J Jeson Babu},
Edgeworth expansions for sums of independent but not identically distributed multivariate random vectors are established. The results are applied to get valid Edgeworth expansions for estimates of regression parameters in linear errors-invariable models. The expansions for studentized versions are also developed. Further, Edgeworth expansions for the corresponding bootstrapped statistics are obtained. Using these expansions, the bootstrap distribution is shown to approximate the sampling… CONTINUE READING
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