Bootstrapping robust regression

DOI10.1080/03610928208828286zbMATH Open0523.62033OpenAlexW2039147727MaRDI QIDQ3673863FDOQ3673863

Galen R. Shorack

Publication date: 1982

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828286

zbMATH Keywords

bootstraplinear modelrobust regressionM-estimatesbootstrapping empirical process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Bootstrap methods: another look at the jackknife
• Bootstrapping regression models
• Some asymptotic theory for the bootstrap
• On Extreme Order Statistics
• Bootstrapping robust regression
• Robust studentization of location estimates

Cited In (26)

• Resampling methods for spatial regression models under a class of stochastic designs
• Bootstrapping robust regression
• Weighted empirical processes in the nonparametric inference for Lévy processes
• On the best approximation for bootstrapped empirical processes
• Bootstrapping robust estimates of regression
• Some properties of the Lynden-Bell estimator with truncated data
• Robust and flexible inference for the covariate-specific receiver operating characteristic curve
• Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity
• Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations.
• Estimating the \(p\)-values of robust tests for the linear model
• The asymptotic law of the local oscillation modulus of the empirical process
• Weak convergence of the bootstrapped conditional kaplan-meier process and its quantile process
• Can we trust the bootstrap in high-dimension?
• Convergence of stochastic empirical measures
• Empirical process of residuals for high-dimensional linear models
• Some finite sample theory for bootstrap regression estimates
• Inference on distribution functions under measurement error
• Bootstrapping rank statistics.
• Efficiency and robustness of a resampling \(M\)-estimator in the linear model
• An adaptively resized parametric bootstrap for inference in high-dimensional generalized linear models
• Bootstrapping MM-estimators for linear regression with fixed designs
• A bootstrap procedure in linear regression with nonstationary errors
• Strong approximations for weighted bootstrap of empirical and quantile processes with applications
• Title not available (Why is that?)
• Approximation for bootstrapped empirical processes
• Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap

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