Robust covariance estimates based on resampling

DOI10.1016/S0378-3758(96)00051-1MaRDI QIDQ1361650zbMATH OpenOpenAlexFDO

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)

• Fast and robust bootstrap
• A robustification of the chain-ladder method
• 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
• Residuals Based Estimators of the Covariogram
• Breakdown theory for bootstrap quantiles
• Robust bootstrap procedures for the chain-ladder method
• An impartial trimming algorithm for robust circle fitting
• Robust Bootstrap with Non Random Weights Based on the Influence Function

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