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

David M Rocke; George W. Downs

doi:10.1080/03610918108812204

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

David M Rocke, George W. Downs

Public Health Sciences

Research output: Contribution to journal › Article

11 Scopus citations

Abstract

For an estimator of locations to be useful for inferential purposes, a reliable method of estimating its variance is needed. In this paper, three methods of variance estimation are compared for ten location estimaters across a variety of parent distributions both symmetric and skew. Recommendations are made for different situations based on the bias of the variance estimater as well as the efficiency of the location estimater.

Original language	English (US)
Pages (from-to)	221-248
Number of pages	28
Journal	Communications in Statistics: Simulation and Computation
Volume	10
Issue number	3
DOIs	https://doi.org/10.1080/03610918108812204
State	Published - Jan 1 1981

Keywords

adaptive estimate
and Phrases
M estimate
median
Monte Carlo method
trimmed mean

ASJC Scopus subject areas

Modeling and Simulation
Statistics and Probability

Access to Document

10.1080/03610918108812204

Fingerprint Dive into the research topics of 'Estimating the variances of robust estimators of location: Influence curve, jackknife and bootstrap'. Together they form a unique fingerprint.

Cite this

Rocke, D. M., & Downs, G. W. (1981). Estimating the variances of robust estimators of location: Influence curve, jackknife and bootstrap. Communications in Statistics: Simulation and Computation, 10(3), 221-248. https://doi.org/10.1080/03610918108812204

@article{8c3eb02284b946d3b3afdadd4ac7ae26,

title = "Estimating the variances of robust estimators of location: Influence curve, jackknife and bootstrap",

abstract = "For an estimator of locations to be useful for inferential purposes, a reliable method of estimating its variance is needed. In this paper, three methods of variance estimation are compared for ten location estimaters across a variety of parent distributions both symmetric and skew. Recommendations are made for different situations based on the bias of the variance estimater as well as the efficiency of the location estimater.",

keywords = "adaptive estimate, and Phrases, M estimate, median, Monte Carlo method, trimmed mean",

author = "Rocke, {David M} and Downs, {George W.}",

year = "1981",

month = jan,

day = "1",

doi = "10.1080/03610918108812204",

language = "English (US)",

volume = "10",

pages = "221--248",

journal = "Communications in Statistics Part B: Simulation and Computation",

issn = "0361-0918",

publisher = "Taylor and Francis Ltd.",

number = "3",

}

TY - JOUR

T1 - Estimating the variances of robust estimators of location

T2 - Influence curve, jackknife and bootstrap

AU - Rocke, David M

AU - Downs, George W.

PY - 1981/1/1

Y1 - 1981/1/1

N2 - For an estimator of locations to be useful for inferential purposes, a reliable method of estimating its variance is needed. In this paper, three methods of variance estimation are compared for ten location estimaters across a variety of parent distributions both symmetric and skew. Recommendations are made for different situations based on the bias of the variance estimater as well as the efficiency of the location estimater.

AB - For an estimator of locations to be useful for inferential purposes, a reliable method of estimating its variance is needed. In this paper, three methods of variance estimation are compared for ten location estimaters across a variety of parent distributions both symmetric and skew. Recommendations are made for different situations based on the bias of the variance estimater as well as the efficiency of the location estimater.

KW - adaptive estimate

KW - and Phrases

KW - M estimate

KW - median

KW - Monte Carlo method

KW - trimmed mean

UR - http://www.scopus.com/inward/record.url?scp=0037638251&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0037638251&partnerID=8YFLogxK

U2 - 10.1080/03610918108812204

DO - 10.1080/03610918108812204

M3 - Article

AN - SCOPUS:0037638251

VL - 10

SP - 221

EP - 248

JO - Communications in Statistics Part B: Simulation and Computation

JF - Communications in Statistics Part B: Simulation and Computation

SN - 0361-0918

IS - 3

ER -