Efficiency and robustness of a resampling \(M\)-estimator in the linear model

DOI10.1006/jmva.2000.1951zbMath1057.62034OpenAlexW1996484304MaRDI QIDQ5947227

Fei-fang Hu

Publication date: 2001

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1951

zbMATH Keywords

bootstrap\(M\)-estimator\(E\)-type\(R\)-typejackkniferesampling methodvariance estimations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Related Items

Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter, Generalized bootstrap for estimating equations

Uses Software

• bootstrap

Cites Work

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