Robust covariance estimates based on resampling

DOI10.1016/S0378-3758(96)00051-1zbMATH Open0900.62261OpenAlexW2079026814MaRDI QIDQ1361650FDOQ1361650

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

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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)

Cites Work

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• Bootstrap methods: another look at the jackknife
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• Robust Statistics
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
• Jackknife, bootstrap and other resampling methods in regression analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Title not available (Why is that?)
• Breakdown in Nonlinear Regression
• The Efficiency and Consistency of Approximations to the Jackknife Variance Estimators

Cited In (16)

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

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