Bootstrapping robust regression

DOI10.1080/03610928208828286zbMath0523.62033OpenAlexW2039147727MaRDI QIDQ3673863

Galen R. Shorack

Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828286

zbMATH Keywords

bootstraplinear modelrobust regressionM-estimatesbootstrapping empirical process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (23)

Strong approximations for weighted bootstrap of empirical and quantile processes with applications ⋮ The asymptotic law of the local oscillation modulus of the empirical process ⋮ Some finite sample theory for bootstrap regression estimates ⋮ Convergence of stochastic empirical measures ⋮ Some properties of the Lynden-Bell estimator with truncated data ⋮ Empirical process of residuals for high-dimensional linear models ⋮ Weighted empirical processes in the nonparametric inference for Lévy processes ⋮ Resampling methods for spatial regression models under a class of stochastic designs ⋮ Can we trust the bootstrap in high-dimension? ⋮ Estimating the \(p\)-values of robust tests for the linear model ⋮ A bootstrap procedure in linear regression with nonstationary errors ⋮ Unnamed Item ⋮ Bootstrapping MM-estimators for linear regression with fixed designs ⋮ Efficiency and robustness of a resampling \(M\)-estimator in the linear model ⋮ Bootstrapping rank statistics. ⋮ Approximation for bootstrapped empirical processes ⋮ Inference on distribution functions under measurement error ⋮ On the best approximation for bootstrapped empirical processes ⋮ Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap ⋮ Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations. ⋮ Bootstrapping robust estimates of regression ⋮ Bootstrapping robust regression ⋮ Weak convergence of the bootstrapped conditional kaplan-meier process and its quantile process

Cites Work

• Some asymptotic theory for the bootstrap
• Bootstrapping regression models
• Bootstrap methods: another look at the jackknife
• Approximation Theorems of Mathematical Statistics
• Bootstrapping robust regression
• Robust studentization of location estimates
• On Extreme Order Statistics

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