JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY SERIES A-PURE MATHEMATICS AND STATISTICS, cilt.62, ss.361-370, 1997 (SCI-Expanded)
A two-term Edgeworth expansion for the distribution of an M-estimator of a simple linear regression parameter is obtained without assuming any Cramer-type conditions. As an application, it is shown that certain modification of the naive bootstrap procedure is second order correct even when the error variables have a lattice distribution. This is in marked contrast with the results of Singh on the sample mean of independent and identically distributed random variables.