Bootstrapping MM-estimators for linear regression with fixed designs

DOI10.1016/J.SPL.2006.01.008MaRDI QIDQ2494886zbMATH OpenOpenAlexFDO

Authors Matías Salibián Barrera

Publication date 30 June 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.01.008

zbMATH Keywords

bootstrapfixed designinferencelinear regressionMM-estimatorsrobustness

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• A Note on Asymptotic Joint Normality
• An inequality for a functional of probability distributions and its application to Kac's one-dimensional model of a Maxwellian gas
• Bootstrap estimation of the asymptotic variances of statistical functionals
• Bootstrap methods: another look at the jackknife
• Bootstrap variance estimators with truncation
• Bootstrapping regression models
• Bootstrapping robust estimates of regression
• Bootstrapping robust regression
• Breakdown theory for bootstrap quantiles
• Efficiency and robustness in resampling
• High breakdown-point and high efficiency robust estimates for regression
• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 3994735 (Why is no real title available?)
• scientific article; zbMATH DE number 3254517 (Why is no real title available?)
• Some asymptotic theory for the bootstrap
• The asymptotics of MM-estimators for linear regression with fixed designs
• The bootstrap: Some large sample theory and connections with robustness
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data

Cited in

(9)

• Fast and robust bootstrap
• Estimating the \(p\)-values of robust tests for the linear model
• Bootstrapping robust estimates of regression
• The asymptotics of MM-estimators for linear regression with fixed designs
• A natural robustification of the ordinary instrumental variables estimator
• On the optimality of multivariate S-estimators
• Calibrated percentile double bootstrap for robust linear regression inference
• Fixed regressors in bootstrap regression
• Robust subsampling

Describes a project that uses

Uses Software

• boot

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