Robust covariance estimates based on resampling

DOI10.1016/S0378-3758(96)00051-1MaRDI QIDQ1361650zbMATHOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 3829050 (Why is no real title available?)
• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Bootstrap methods: another look at the jackknife
• Breakdown in Nonlinear Regression
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Jackknife, bootstrap and other resampling methods in regression analysis
• Robust Statistics
• The Efficiency and Consistency of Approximations to the Jackknife Variance Estimators
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data

Cited in

(16)

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

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