Publication detail

Bootstraping Least Weighted Squares

Author(s): PhDr. Ing. Jiří Skuhrovec PhD.,
Type: Article in collection
Year: 2010
Number: 0
ISSN / ISBN: 978-80-7394-218-2
Published in:
Publishing place:
Keywords: Least Weighted Squares, Least Trimmed Squares, Bootstrap, Monte Carlo, Robust statistics
JEL codes: C50
Suggested Citation:
Abstract: The paper uses bootstrap approach to analyze reliability of Least
Trimmed Squares, and Least Weighted Squares robust estimators. In Monte
Carlo simulation it measures performance of bootstrap con dence intervals. It
also proposes use of further examination of bootstrap population for detecting
character and severity of contamination present in data. The main contribution
of paper lays in developing basic statistical inference tools for the two estima-
tors, for which standard asymptotic approach following from
Downloadable: shortened article
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