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Volumn 48, Issue 4, 2005, Pages 703-715

Fast and robust bootstrap for LTS

Author keywords

Bootstrap; Least trimmed squares; Robust inference

Indexed keywords

COMPUTATIONAL METHODS; COMPUTER SIMULATION; ESTIMATION; MATHEMATICAL MODELS; REGRESSION ANALYSIS;

EID: 10444266029     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.03.018     Document Type: Article
Times cited : (46)

References (11)
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    • Croux, C., Haesbroeck, G., 1999. Influence function and efficiency of the minimum covariance determinant scatter matrix estimator. J. Multivariate Anal. 71, 161-190.
    • (1999) J. Multivariate Anal. , vol.71 , pp. 161-190
    • Croux, C.1    Haesbroeck, G.2
  • 3
    • 0002344794 scopus 로고
    • Bootstrap methods: Another look at the jackknife
    • Efron, B., 1979. Bootstrap methods: another look at the jackknife. Ann. Statist. 7, 1-26.
    • (1979) Ann. Statist. , vol.7 , pp. 1-26
    • Efron, B.1
  • 4
    • 0036383073 scopus 로고    scopus 로고
    • Small sample corrections for LTS and MCD
    • Pison, G., Van Aelst, S., Willems, G., 2002. Small sample corrections for LTS and MCD. Metrika 55, 111-123.
    • (2002) Metrika , vol.55 , pp. 111-123
    • Pison, G.1    Van Aelst, S.2    Willems, G.3
  • 5
    • 84950968334 scopus 로고
    • Least median of squares regression
    • Rousseeuw, P.J., 1984. Least median of squares regression. J. Amer. Statist. Assoc. 79, 871-880.
    • (1984) J. Amer. Statist. Assoc. , vol.79 , pp. 871-880
    • Rousseeuw, P.J.1
  • 8
    • 0036284286 scopus 로고    scopus 로고
    • Bootstrapping robust estimates of regression
    • Salibian-Barrera, M., Zamar, R., 2002. Bootstrapping robust estimates of regression. Ann. Statist. 30, 556-582.
    • (2002) Ann. Statist. , vol.30 , pp. 556-582
    • Salibian-Barrera, M.1    Zamar, R.2
  • 9
    • 0032286305 scopus 로고    scopus 로고
    • Breakdown theory for bootstrap quantiles
    • Singh, K., 1998. Breakdown theory for bootstrap quantiles. Ann. Statist. 26, 1719-1732.
    • (1998) Ann. Statist. , vol.26 , pp. 1719-1732
    • Singh, K.1
  • 10
    • 0031065932 scopus 로고    scopus 로고
    • Robust covariance estimates based on resampling
    • Stromberg, A.J., 1997. Robust covariance estimates based on resampling. J. Statist. Plann. Inference 57, 321-334.
    • (1997) J. Statist. Plann. Inference , vol.57 , pp. 321-334
    • Stromberg, A.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.