Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers

DOI10.1155/2012/730328zbMath1264.62037OpenAlexW2050126572WikidataQ58911663 ScholiaQ58911663MaRDI QIDQ1955125

Sohel Rana, Habshah Midi, A. H. M. R. Imon

Publication date: 11 June 2013

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/730328

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Uses Software

• robustbase

Cites Work

• Unnamed Item
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• Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
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• Robust Statistics

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