메뉴 건너뛰기




Volumn 76, Issue 12, 2006, Pages 1287-1297

Bootstrapping MM-estimators for linear regression with fixed designs

Author keywords

Bootstrap; Fixed design; Inference; Linear Regression; MM estimators; Robustness

Indexed keywords


EID: 33646171559     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2006.01.008     Document Type: Article
Times cited : (11)

References (22)
  • 1
    • 0016061478 scopus 로고
    • The fitting of power series, meaning polynomials, illustrated on band-spectroscopic data
    • Beaton A.E., and Tukey J.W. The fitting of power series, meaning polynomials, illustrated on band-spectroscopic data. Technometrics 16 (1974) 147-185
    • (1974) Technometrics , vol.16 , pp. 147-185
    • Beaton, A.E.1    Tukey, J.W.2
  • 2
    • 0000485156 scopus 로고
    • Some asymptotic theory for the bootstrap
    • Bickel P.J., and Freedman D.A. Some asymptotic theory for the bootstrap. Ann. Statist. 9 (1981) 1196-1217
    • (1981) Ann. Statist. , vol.9 , pp. 1196-1217
    • Bickel, P.J.1    Freedman, D.A.2
  • 5
    • 0002344794 scopus 로고
    • Bootstrap methods: another look at the jackknife
    • Efron B. Bootstrap methods: another look at the jackknife. Ann. Statist. 7 (1979) 1-26
    • (1979) Ann. Statist. , vol.7 , pp. 1-26
    • Efron, B.1
  • 6
    • 0000130203 scopus 로고
    • Bootstrapping regression models
    • Freedman D.A. Bootstrapping regression models. Ann. Statist. 9 (1981) 1218-1228
    • (1981) Ann. Statist. , vol.9 , pp. 1218-1228
    • Freedman, D.A.1
  • 7
    • 0002674307 scopus 로고
    • Efficiency and robustness in resampling
    • Liu R.Y., and Singh K. Efficiency and robustness in resampling. Ann. Statist. 20 (1992) 370-384
    • (1992) Ann. Statist. , vol.20 , pp. 370-384
    • Liu, R.Y.1    Singh, K.2
  • 8
    • 0001616689 scopus 로고
    • A note on asymptotic joint normality
    • Mallows C.L. A note on asymptotic joint normality. Ann. Math. Statist. 43 (1972) 508-515
    • (1972) Ann. Math. Statist. , vol.43 , pp. 508-515
    • Mallows, C.L.1
  • 9
    • 0010064927 scopus 로고
    • The bootstrap: some large sample theory and connections with robustness
    • Parr W.C. The bootstrap: some large sample theory and connections with robustness. Statist. Probab. Lett. 3 (1985) 97-100
    • (1985) Statist. Probab. Lett. , vol.3 , pp. 97-100
    • Parr, W.C.1
  • 11
    • 0001512292 scopus 로고
    • Robust regression by means of S-estimators
    • Franke J., Hardle W., and Martin D. (Eds), Springer, Berlin
    • Rousseeuw P.J., and Yohai V.J. Robust regression by means of S-estimators. In: Franke J., Hardle W., and Martin D. (Eds). Robust and Nonlinear Time Series. Lecture Notes in Statistics vol. 26 (1984), Springer, Berlin 256-272
    • (1984) Robust and Nonlinear Time Series. Lecture Notes in Statistics , vol.26 , pp. 256-272
    • Rousseeuw, P.J.1    Yohai, V.J.2
  • 12
    • 33646173445 scopus 로고    scopus 로고
    • Salibian-Barrera, M., 2000. Contributions to the theory of robust inference. Unpublished Ph.D. Thesis, University of British Columbia, Vancouver, BC.
  • 13
    • 33646490707 scopus 로고    scopus 로고
    • Salibian-Barrera, M., 2006. The asymptotics of MM-estimators for linear regression with fixed designs, Metrika, in press.
  • 14
    • 33745297800 scopus 로고    scopus 로고
    • Salibian-Barrera, M., Yohai, V.J., 2006. A fast algorithm for S-regression estimators. J. Comput. Graphical Statist., in press.
  • 15
    • 0036284286 scopus 로고    scopus 로고
    • Bootstrapping robust estimates of regression
    • Salibian-Barrera M., and Zamar R.H. Bootstrapping robust estimates of regression. Ann. Statist. 30 (2002) 556-582
    • (2002) Ann. Statist. , vol.30 , pp. 556-582
    • Salibian-Barrera, M.1    Zamar, R.H.2
  • 16
    • 51249177583 scopus 로고
    • Bootstrap estimation of the asymptotic variances of statistical functionals
    • Shao J. Bootstrap estimation of the asymptotic variances of statistical functionals. Ann. Inst. Statist. Math. 42 (1990) 737-752
    • (1990) Ann. Inst. Statist. Math. , vol.42 , pp. 737-752
    • Shao, J.1
  • 17
    • 38249010357 scopus 로고
    • Bootstrap variance estimators with truncation
    • Shao J. Bootstrap variance estimators with truncation. Statist. Probab. Lett. 15 (1992) 95-101
    • (1992) Statist. Probab. Lett. , vol.15 , pp. 95-101
    • Shao, J.1
  • 19
    • 0032286305 scopus 로고    scopus 로고
    • Breakdown theory for bootstrap quantiles
    • Singh K. Breakdown theory for bootstrap quantiles. Ann. Statist. 26 (1998) 1719-1732
    • (1998) Ann. Statist. , vol.26 , pp. 1719-1732
    • Singh, K.1
  • 20
    • 0039849447 scopus 로고
    • An inequality for a functional of probability distribution and its application to Kac's one-dimensional model of a Maxwellian gas
    • Tanaka H. An inequality for a functional of probability distribution and its application to Kac's one-dimensional model of a Maxwellian gas. Z. Wahrscheinlichkeitstheorie und Verwandte Gebiete 27 (1973) 47-52
    • (1973) Z. Wahrscheinlichkeitstheorie und Verwandte Gebiete , vol.27 , pp. 47-52
    • Tanaka, H.1
  • 21
    • 84995106640 scopus 로고
    • On bootstrapping a class of differentiable statistical functionals with applications to L- and M-estimates
    • Yang S.-S. On bootstrapping a class of differentiable statistical functionals with applications to L- and M-estimates. Statist. Neerlandica 39 (1985) 375-385
    • (1985) Statist. Neerlandica , vol.39 , pp. 375-385
    • Yang, S.-S.1
  • 22
    • 0001742386 scopus 로고
    • High breakdown-point and high efficiency robust estimates for regression
    • Yohai V.J. High breakdown-point and high efficiency robust estimates for regression. Ann. Statist. 15 (1987) 642-656
    • (1987) Ann. Statist. , vol.15 , pp. 642-656
    • Yohai, V.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.