Fast and Robust Bootstrap for Multivariate Inference: The R Package FRB

Fast and Robust Bootstrap for Multivariate Inference: The R Package FRB

We present the FRB package for R, which implements the fast and robust bootstrap. This method constitutes an alternative to ordinary bootstrap or asymptotic inference procedures when using robust estimators such as S-, MM- or GS-estimators. The package considers three multivariate settings: principa...

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Bibliographic Details
Main Authors: Stefan Van Aelst, Gert Willems
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2013-04-01
Series:Journal of Statistical Software
Subjects:
obustness
multivariate regression
principal components analysis
Hotelling tests
outliers
Online Access:http://www.jstatsoft.org/v53/i03/paper

Internet

http://www.jstatsoft.org/v53/i03/paper

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