Confidence intervals based on robust regression

DOI10.1016/S0378-3758(02)00168-4zbMath1015.62028MaRDI QIDQ1399271

D. Massart

Publication date: 30 July 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

bootstrapM-estimatorscorrelated errorschange of variance functionrobust confidence intervals

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric tolerance and confidence regions (62G15) Bootstrap, jackknife and other resampling methods (62F40)

Uses Software

• bootlib

Cites Work

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• Edgeworth correction by bootstrap in autoregressions
• Robust regression: Asymptotics, conjectures and Monte Carlo
• VARIANCE ESTIMATION FOR QUADRATIC STATISTICS
• Weighted Empirical Adaptive Variance Estimators for Correlated Data Regression
• One‐step M‐estimators in the linear model, with dependent errors
• Robust Statistics

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