Confidence intervals based on robust regression
DOI10.1016/S0378-3758(02)00168-4zbMATH Open1015.62028MaRDI QIDQ1399271FDOQ1399271
Authors: D. Massart 
Publication date: 30 July 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
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Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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- Robust regression: Asymptotics, conjectures and Monte Carlo
- Robust Statistics
- Edgeworth correction by bootstrap in autoregressions
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- Title not available (Why is that?)
- Weighted Empirical Adaptive Variance Estimators for Correlated Data Regression
- VARIANCE ESTIMATION FOR QUADRATIC STATISTICS
- One‐step M‐estimators in the linear model, with dependent errors
Cited In (10)
- New robust confidence intervals for the mean under dependence
- Confidence interval for residual mean absolute deviation in regression models
- Title not available (Why is that?)
- Globally robust confidence intervals for simple linear regression
- Equivalent sample sizes in time series regressions
- Confidence intervals in regressions with estimated factors and idiosyncratic components
- Title not available (Why is that?)
- Some improvements in confidence intervals for standardized regression coefficients
- Robust confidence interval for a residual standard deviation
- Estimators of the multiple correlation coefficient: local robustness and confidence intervals
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