Title: Fast and robust bootstrap
Authors: Salibian-Barrera, Matias ×
Van Aelst, Stefan
Willems, Gert #
Issue Date: 2008
Series Title: STATISTICAL METHODS AND APPLICATIONS vol:17 issue:1 pages:41-71
Abstract: In this paper we review recent developments on a bootstrap method for robust estimators
which is computationally faster and more resistant to outliers than the classical bootstrap. This fast
and robust bootstrap method is, under reasonable regularity conditions, asymptotically consistent. We
describe the method in general and then consider its application to perform inference based on robust
estimators for the linear regression and multivariate location-scatter models. In particular, we study
confidence and prediction intervals and tests of hypotheses for linear regression models, inference for
location-scatter parameters and principal components, and classification error estimation for discriminant
ISSN: 1618-2510
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Non-KU Leuven Association publications
× corresponding author
# (joint) last author

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