Fast and robust bootstrap (Q1019492)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Fast and robust bootstrap	scientific article

Statements

scholarly article

0 references

Fast and robust bootstrap (English)

0 references

0 references

Matías Salibián Barrera

0 references

Stefan Van Aelst

0 references

Statistical Methods and Applications

0 references

publication date

2 June 2009

0 references

full work available at URL

https://lirias.kuleuven.be/handle/123456789/462053

0 references

zbMATH Keywords

robust inference

0 references

bootstrap

0 references

robust regression

0 references

PCA

0 references

discriminant analysis

0 references

describes a project that uses

0 references

MaRDI profile type

MaRDI publication profile

0 references

Globally robust inference for the location and simple linear regression models

0 references

The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data

0 references

Bootstrap tests and confidence regions for functions of a covariance matrix

0 references

Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation

0 references

On almost sure expansions for M-estimates

0 references

On Estimating Variances of Robust Estimators when the Errors are Asymmetric

0 references

Robust linear discriminant analysis using S-estimators

0 references

Testing the information matrix equality with robust estimators

0 references

Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies

0 references

Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices

0 references

The asymptotics of S-estimators in the linear regression model

0 references

Stability of principal component analysis studied by the bootstrap method

0 references

Robust Estimation of Dispersion Matrices and Principal Components

0 references

Bootstrap methods: another look at the jackknife

0 references

Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation

0 references

0 references

High-Breakdown Linear Discriminant Analysis

0 references

High breakdown estimation for multiple populations with applications to discriminant analysis

0 references

Robust Statistics

0 references

Fast and robust discriminant analysis

0 references

Efficient Bounded-Influence Regression Estimation

0 references

On the relation between S-estimators and M-estimators of multivariate location and covariance

0 references

Multivariate τ-Estimators for Location and Scatter

0 references

0 references

Robust m-estimators of multivariate location and scatter

0 references

Generalized Linear and Quadratic Discriminant Functions Using Robust Estimates

0 references

Estimating the variances of robust estimators of location: influence curve, jackknife and bootstrap

0 references

0 references

Transformation of non positive semidefinite correlation matrices

0 references

Estimating the \(p\)-values of robust tests for the linear model

0 references

The asymptotics of MM-estimators for linear regression with fixed designs

0 references

Bootstrapping MM-estimators for linear regression with fixed designs

0 references

Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap

0 references

Bootstrapping robust estimates of regression

0 references

Breakdown theory for bootstrap quantiles

0 references

Robust covariance estimates based on resampling

0 references

On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.

0 references

0 references

High breakdown-point and high efficiency robust estimates for regression

0 references

High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale

0 references

Optimal locally robust M-estimates of regression

0 references

Identifiers

zbMATH Open document ID

0 references

10.1007/s10260-007-0048-6

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1019492

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1019492&oldid=35110130"