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Fast and robust bootstrap

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  • Matías Salibián-Barrera

    ()

  • Stefan Aelst
  • Gert Willems
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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s10260-007-0048-6
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    Bibliographic Info

    Article provided by Springer in its journal Statistical Methods and Applications.

    Volume (Year): 17 (2008)
    Issue (Month): 1 (February)
    Pages: 41-71

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    Handle: RePEc:spr:stmapp:v:17:y:2008:i:1:p:41-71

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    Web page: http://link.springer.de/link/service/journals/10260/index.htm

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    Related research

    Keywords: Robust inference; Bootstrap; Robust regression; PCA; Discriminant analysis;

    References

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    1. Christophe Croux & Geert Dhaene & Dirk Hoorelbeke, 2003. "Robust Standard Errors for Robust Estimators," Center for Economic Studies - Discussion papers ces0316, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
    2. Hubert, Mia & Van Driessen, Katrien, 2004. "Fast and robust discriminant analysis," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 301-320, March.
    3. He, Xuming & Fung, Wing K., 2000. "High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis," Journal of Multivariate Analysis, Elsevier, vol. 72(2), pages 151-162, February.
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    Cited by:
    1. Salibian-Barrera, Matias & Van Aelst, Stefan, 2008. "Robust model selection using fast and robust bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5121-5135, August.
    2. Stefan Van Aelst & Gert Willems, 2010. "Inference for robust canonical variate analysis," Advances in Data Analysis and Classification, Springer, vol. 4(2), pages 181-197, September.
    3. Roelant, E. & Van Aelst, S. & Croux, C., 2009. "Multivariate generalized S-estimators," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 876-887, May.

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