Fast and robust bootstrap for LTS

DOI10.1016/j.csda.2004.03.018zbMath1429.62303OpenAlexW2138433607MaRDI QIDQ957149

Gert Willems, Stefan Van Aelst

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/461999

zbMATH Keywords

bootstrapleast trimmed squaresrobust inference

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

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Cites Work

• Small sample corrections for LTS and MCD
• Bootstrap methods: another look at the jackknife
• Robust covariance estimates based on resampling
• Breakdown theory for bootstrap quantiles
• Bootstrapping robust estimates of regression
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Least Median of Squares Regression
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