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 › peer-review

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

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