The following pages link to Fast and robust bootstrap (Q1019492):
Displaying 24 items.
- Cellwise robust M regression (Q134514) (← links)
- A fast resample method for parametric and semiparametric models (Q469558) (← links)
- The numerical performance of fast bootstrap procedures (Q702246) (← links)
- Robust subsampling (Q738145) (← links)
- Fast and robust bootstrap for LTS (Q957149) (← links)
- Multivariate generalized S-estimators (Q1006669) (← links)
- Robust model selection using fast and robust bootstrap (Q1023882) (← links)
- Bootstrapping for highly unbalanced clustered data (Q1621206) (← links)
- Bootstrapping longitudinal data with multiple levels of variation (Q1662863) (← links)
- Estimating the \(p\)-values of robust tests for the linear model (Q1765768) (← links)
- Bootstrapping robust estimates of regression (Q1848949) (← links)
- Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers (Q1955125) (← links)
- The fast iterated bootstrap (Q2227056) (← links)
- Classical and robust regression analysis with compositional data (Q2238072) (← links)
- Inference for robust canonical variate analysis (Q2442782) (← links)
- Bootstrapping MM-estimators for linear regression with fixed designs (Q2494886) (← links)
- Bootstrapping for helib (Q2661696) (← links)
- Faster Bootstrapping with Polynomial Error (Q2874511) (← links)
- Breakdown point theory for implied probability bootstrap (Q2895999) (← links)
- Robust bootstrap procedures for the chain-ladder method (Q4577209) (← links)
- Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
- Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change (Q6190956) (← links)
- Robust multipe imputation with GAM (Q6570351) (← links)
