hypothesis test

Robust bootstrap regression testing in the presence of outliers

Bootstrap is one of the random sampling methods with replacement, that was proposed to address the problem of small samples whose distributions are difficult to derive.  The distribution of bootstrap samples is empirical or free and due to its random sampling with replacement, the probability of choosing a specific observation may be equal to one.  Unfortunately, when the original sample data contains an outlier, there is a serious problem that leads to a breakdown OLS (Ordinary Least Squares) estimator, and robust regression methods should be recommended.  It is well known that the best ro