Fast and robust bootstrap for LTS

DOI10.1016/J.CSDA.2004.03.018MaRDI QIDQ957149zbMATH OpenOpenAlexFDO

Authors Gert Willems, Stefan Van Aelst

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://lirias.kuleuven.be/handle/123456789/461999

zbMATH Keywords

bootstrapleast trimmed squaresrobust inference

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 2058049 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 5200023 (Why is no real title available?)
• scientific article; zbMATH DE number 3416874 (Why is no real title available?)
• Bootstrap methods: another look at the jackknife
• Bootstrapping robust estimates of regression
• Breakdown theory for bootstrap quantiles
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Least Median of Squares Regression
• Robust covariance estimates based on resampling
• Small sample corrections for LTS and MCD

Cited in

(15)

• Fast and robust bootstrap
• Robust learning from bites for data mining
• Semiparametrically weighted robust estimation of regression models
• General trimmed estimation: robust approach to nonlinear and limited dependent variable models
• Bootstrapping robust estimates of regression
• Fast robust estimation of prediction error based on resampling
• Feasible robust estimator in restricted semiparametric regression models based on the LTS approach
• Nonparametric and robust methods. (Editorial)
• Detection of influential points as a byproduct of resampling-based variable selection procedures
• Least trimmed squares in nonlinear regression under dependence
• Bootstrapping for helib
• Frequentist standard errors of Bayes estimators
• Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers
• Bootstrapping MM-estimators for linear regression with fixed designs
• An impartial trimming algorithm for robust circle fitting

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