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Fast and robust bootstrap

Author

Listed:
  • Matías Salibián-Barrera

    ()

  • Stefan Aelst
  • Gert Willems

Abstract

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Suggested Citation

  • Matías Salibián-Barrera & Stefan Aelst & Gert Willems, 2008. "Fast and robust bootstrap," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(1), pages 41-71, February.
  • Handle: RePEc:spr:stmapp:v:17:y:2008:i:1:p:41-71 DOI: 10.1007/s10260-007-0048-6
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    References listed on IDEAS

    as
    1. 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.
    2. Hubert, Mia & Van Driessen, Katrien, 2004. "Fast and robust discriminant analysis," Computational Statistics & Data Analysis, Elsevier, pages 301-320.
    3. Christophe Croux & Geert Dhaene & Dirk Hoorelbeke, 2003. "Robust Standard Errors for Robust Estimators," Working Papers Department of Economics ces0316, KU Leuven, Faculty of Economics and Business, Department of Economics.
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    Citations

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    Cited by:

    1. Samanta, Mayukh & Welsh, A.H., 2013. "Bootstrapping for highly unbalanced clustered data," Computational Statistics & Data Analysis, Elsevier, pages 70-81.
    2. Roelant, E. & Van Aelst, S. & Croux, C., 2009. "Multivariate generalized S-estimators," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 876-887, May.
    3. Lorenzo Camponovo & Taisuke Otsu, 2015. "Robustness of Bootstrap in Instrumental Variable Regression," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 352-393, March.
    4. Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, pages 197-210.
    5. Lorenzo Camponovo & Taisuke Otsu, 2012. "Breakdown point theory for implied probability bootstrap," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 32-55, February.
    6. Salibian-Barrera, Matias & Van Aelst, Stefan, 2008. "Robust model selection using fast and robust bootstrap," Computational Statistics & Data Analysis, Elsevier, pages 5121-5135.
    7. repec:cep:stiecm:/2014/572 is not listed on IDEAS
    8. Stefan Van Aelst & Gert Willems, 2010. "Inference for robust canonical variate analysis," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 4(2), pages 181-197, September.

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