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

DOI10.1080/03610918108812204zbMATH Open0448.62022OpenAlexW1489520192MaRDI QIDQ3894776FDOQ3894776

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

bootstraptablesvariance estimationmedianjackknifeinfluence curvetrimmed meanM estimateadaptive estimaterobust estimators of locationcomparison of procedures

Mathematics Subject Classification ID

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

Cites Work

• Bootstrap methods: another look at the jackknife
• Robust Estimation of a Location Parameter
• Do robust estimators work with real data?
• Title not available (Why is that?)
• On almost sure expansions for M-estimates

Cited In (6)

• Fast and robust bootstrap
• Some Adaptive Robust Estimators which Work with Real Data
• Bootstrapping robust estimates of regression
• 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

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