Robust Inference via Multiplier Bootstrap

18 March 2019

Papers citing "Robust Inference via Multiplier Bootstrap"

5 / 5 papers shown

Title
Estimation of sparse linear regression coefficients under $L$ -subexponential covariates Takeyuki Sasai 28 0 0 24 Apr 2023
Robust Estimation and Inference for Expected Shortfall Regression with Many Regressors Xuming He Kean Ming Tan Wen-Xin Zhou 21 7 0 11 Dec 2022
Outlier Robust and Sparse Estimation of Linear Regression Coefficients Takeyuki Sasai Hironori Fujisawa 27 4 0 24 Aug 2022
Robust and Sparse Estimation of Linear Regression Coefficients with Heavy-tailed Noises and Covariates Takeyuki Sasai 18 4 0 15 Jun 2022
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective Weichen Wang Ran An Ziwei Zhu 26 2 0 04 Oct 2021