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

David M Rocke, George W. Downs

Research output: Contribution to journalArticle

11 Citations (Scopus)

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 languageEnglish (US)
Pages (from-to)221-248
Number of pages28
JournalCommunications in Statistics: Simulation and Computation
Volume10
Issue number3
DOIs
StatePublished - Jan 1 1981

Fingerprint

Influence Curve
Jackknife
Robust Estimators
Bootstrap
Symmetric Distributions
Variance Estimation
Skew
Recommendations
Estimator

Keywords

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

ASJC Scopus subject areas

  • Modeling and Simulation
  • Statistics and Probability

Cite this

Estimating the variances of robust estimators of location : Influence curve, jackknife and bootstrap. / Rocke, David M; Downs, George W.

In: Communications in Statistics: Simulation and Computation, Vol. 10, No. 3, 01.01.1981, p. 221-248.

Research output: Contribution to journalArticle

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