Estimating the variances of robust estimators of location: influence curve, jackknife and bootstrap

DOI10.1080/03610918108812204zbMath0448.62022OpenAlexW1489520192MaRDI QIDQ3894776

David M. Rocke, George W. Downs

Publication date: 1981

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918108812204

zbMATH Keywords

tablesbootstrapmediantrimmed meanjackknifevariance estimationinfluence curveM estimateadaptive estimaterobust estimators of locationcomparison of procedures

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items (6)

Uniform asymptotics for robust location estimates when the scale is unknown ⋮ Uniform asymptotics for S- and MM-regression estimators ⋮ Robust confidence intervals for the center of a symmetric distribution ⋮ Some Adaptive Robust Estimators which Work with Real Data ⋮ Fast and robust bootstrap ⋮ Bootstrapping robust estimates of regression

Cites Work

• Do robust estimators work with real data?
• On almost sure expansions for M-estimates
• Bootstrap methods: another look at the jackknife
• Robust Estimation of a Location Parameter
• Unnamed Item

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