Robust Bootstrap with Non Random Weights Based on the Influence Function
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Cites work
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 3587861 (Why is no real title available?)
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- Bootstrap methods: another look at the jackknife
- Bootstrapping robust estimates of regression
- Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
- Breakdown theory for bootstrap quantiles
- Influence functions and outlier detection under the common principal components model: A robust approach
- Least Median of Squares Regression
- Robust covariance estimates based on resampling
- Robust estimation and outlier detection with correlation coefficients
- The Efficiency and Consistency of Approximations to the Jackknife Variance Estimators
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