Bootstrapping MM-estimators for linear regression with fixed designs

DOI10.1016/j.spl.2006.01.008zbMath1090.62029OpenAlexW1991446376MaRDI QIDQ2494886

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

bootstraprobustnessfixed designlinear regressioninferenceMM-estimators

Mathematics Subject Classification ID

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

Related Items (6)

On the Optimality of Multivariate S-Estimators ⋮ Estimating the \(p\)-values of robust tests for the linear model ⋮ The asymptotics of MM-estimators for linear regression with fixed designs ⋮ Robust subsampling ⋮ Fast and robust bootstrap ⋮ A Natural Robustification of the Ordinary Instrumental Variables Estimator

Uses Software

• bootlib

Cites Work

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