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Fast and robust bootstrap for LTS

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  • Willems, Gert
  • Van Aelst, Stefan

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  • Willems, Gert & Van Aelst, Stefan, 2005. "Fast and robust bootstrap for LTS," Computational Statistics & Data Analysis, Elsevier, vol. 48(4), pages 703-715, April.
    • Handle: RePEc:eee:csdana:v:48:y:2005:i:4:p:703-715
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    References listed on IDEAS

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    1. Croux, Christophe & Haesbroeck, Gentiane, 1999. "Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 161-190, November.
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    Cited by:

    1. Cizek, P., 2007. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Other publications TiSEM eeccf622-dd18-41d4-a2f9-b, Tilburg University, School of Economics and Management.
    2. DongHyuk Lee & Raymond J. Carroll & Samiran Sinha, 2017. "Frequentist standard errors of Bayes estimators," Computational Statistics, Springer, vol. 32(3), pages 867-888, September.
    3. Cízek, Pavel, 2011. "Semiparametrically weighted robust estimation of regression models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 774-788, January.
    4. Čížek, Pavel, 2012. "Semiparametric robust estimation of truncated and censored regression models," Journal of Econometrics, Elsevier, vol. 168(2), pages 347-366.
    5. Christmann, Andreas & Steinwart, Ingo & Hubert, Mia, 2007. "Robust learning from bites for data mining," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 347-361, September.
    6. Greco, Luca & Pacillo, Simona & Maresca, Piera, 2023. "An impartial trimming algorithm for robust circle fitting," Computational Statistics & Data Analysis, Elsevier, vol. 181(C).
    7. Eric Blankmeyer, 2018. "Measurement Errors as Bad Leverage Points," Papers 1807.02814, arXiv.org, revised Mar 2020.
    8. De Bin, Riccardo & Boulesteix, Anne-Laure & Sauerbrei, Willi, 2017. "Detection of influential points as a byproduct of resampling-based variable selection procedures," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 19-31.
    9. Khan, Jafar A. & Van Aelst, Stefan & Zamar, Ruben H., 2010. "Fast robust estimation of prediction error based on resampling," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3121-3130, December.
    10. Peter Leoni & Pieter Segaert & Sven Serneels & Tim Verdonck, 2018. "Multivariate constrained robust M‐regression for shaping forward curves in electricity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(11), pages 1391-1406, November.

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