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Robust bootstrap inference for linear models with non i.i.d. errors or dependent observations (3G007711)

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.

Date:1 Jan 2011  →  31 Dec 2014
Keywords:regression, dependence, robustness, skewness, bootstrap, hederscedasticity
Disciplines:Statistics and numerical methods, Applied mathematics in specific fields