Bootstrapping robust estimates of regression

DOI10.1214/AOS/1021379865MaRDI QIDQ1848949zbMATH OpenOpenAlexFDO

Authors Ruben H. Zamar, Matías Salibián Barrera

Publication date 14 November 2002

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1021379865

Mathematics Subject Classification ID

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

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Cited in

(49)

• Robustness of Bootstrap in Instrumental Variable Regression
• Fast and robust bootstrap
• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
• Robust variable selection with application to quality of life research
• Robust Box-Cox transformations based on minimum residual autocorrelation
• An empirical study of PLAD regression using the bootstrap
• Efficient algorithms for robust estimation in autoregressive regression models using Student’stdistribution
• Bootstrap methods for comparing independent regression slopes
• Robust functional regression based on principal components
• Robust model selection using fast and robust bootstrap
• A survey of robust statistics
• Bootstrapping regression models with locally stationary disturbances
• Robust model selection with LARS based on S-estimators
• A higher-order correct fast moving-average bootstrap for dependent data
• General trimmed estimation: robust approach to nonlinear and limited dependent variable models
• Robust tests for linear regression models based on \(\tau\)-estimates
• Robust subsampling
• Fast robust estimation of prediction error based on resampling
• A bootstrap based on the estimating equations of the linear model
• Bootstrapping Lasso-type estimators in regression models
• Classical and robust orthogonal regression between parts of compositional data
• A computational approach to nonparametric regression: bootstrapping CMARS method
• Robust bootstrap of nonparametric regression functions
• Robust inference for seemingly unrelated regression models
• Fast and robust bootstrap for LTS
• Globally robust inference for the location and simple linear regression models
• scientific article; zbMATH DE number 3990623 (Why is no real title available?)
• Robust Alternatives to the F‐Test in Mixed Linear Models Based on MM‐Estimates
• Estimating the \(p\)-values of robust tests for the linear model
• Robust bootstrap procedures for the chain-ladder method
• Multivariate generalized S-estimators
• Inference for robust canonical variate analysis
• Independent Component Analysis for the objective classification of globular clusters of the galaxy NGC 5128
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• The asymptotics of MM-estimators for linear regression with fixed designs
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• Calibrated percentile double bootstrap for robust linear regression inference
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Uses Software

• boot

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