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

DOI10.1080/03610918108812204MaRDI QIDQ3894776zbMATH OpenOpenAlexFDO

Authors 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

• scientific article; zbMATH DE number 3573103 (Why is no real title available?)
• Bootstrap methods: another look at the jackknife
• Do robust estimators work with real data?
• On almost sure expansions for M-estimates
• Robust Estimation of a Location Parameter

Cited in

(6)

• Uniform asymptotics for robust location estimates when the scale is unknown
• Bootstrapping robust estimates of regression
• Uniform asymptotics for S- and MM-regression estimators
• Robust confidence intervals for the center of a symmetric distribution
• Some Adaptive Robust Estimators which Work with Real Data
• Fast and robust bootstrap

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