Robust covariance estimates based on resampling

DOI10.1016/S0378-3758(96)00051-1zbMath0900.62261OpenAlexW2079026814MaRDI QIDQ1361650

Arnold J. Stromberg

Publication date: 15 December 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00051-1

zbMATH Keywords

bootstraprobust estimationjackknife

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric statistical resampling methods (62G09)

Related Items (15)

Robust Bootstrap with Non Random Weights Based on the Influence Function ⋮ Finite Sample Properties of the QME ⋮ Robust bootstrap procedures for the chain-ladder method ⋮ An impartial trimming algorithm for robust circle fitting ⋮ Approximate Bayesian computation using asymptotically normal point estimates ⋮ The asymptotic covariance matrix of the Oja median. ⋮ Fast and robust bootstrap for LTS ⋮ Structural equation modeling with heavy tailed distributions ⋮ Estimates of Regression Coefficients Based on the Sign Covariance Matrix ⋮ The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool ⋮ Breakdown theory for bootstrap quantiles ⋮ Fast and robust bootstrap ⋮ A Monte Carlo comparison of three consistent bootstrap procedures ⋮ A note on breakdown theory for bootstrap methods ⋮ A Robustification of the Chain-Ladder Method

Cites Work

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• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Bootstrap methods: another look at the jackknife
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
• Jackknife, bootstrap and other resampling methods in regression analysis
• The Efficiency and Consistency of Approximations to the Jackknife Variance Estimators
• Breakdown in Nonlinear Regression
• Robust Statistics

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