Robust bootstrap inference for linear models with non i.i.d. errors or dependent observations

Develop fast robust bootstrap inference for robust regression with dependent observations or heteroscedastic or skew errors. Develop more efficient robust estimators such as S-estimators for these more complex linear models by modeling explicitly the heteroscedasticity or skewness, and investigate the properties of the resulting estimators. Develop fast and robust bootstrap inference for these new robust estimators.