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Volumn 57, Issue 2, 1997, Pages 321-334

Robust covariance estimates based on resampling

Author keywords

Bootstrap; Jackknife; Robust estimation

Indexed keywords


EID: 0031065932     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(96)00051-1     Document Type: Article
Times cited : (30)

References (16)
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    • (1983) Festschrift fur Erich L. Lehmann
    • Donoho, D.L.1    Huber, P.J.2
  • 3
    • 0002344794 scopus 로고
    • Bootstrap methods: Another look at the jackknife
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    • (1979) Ann. Statist. , vol.7 , pp. 1-26
    • Efron, B.1
  • 6
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    • A feasible solution algorithm for the minimum volume ellipsoid estimator in multivariate data
    • Hawkins, D.M. (1993). A feasible solution algorithm for the minimum volume ellipsoid estimator in multivariate data. Comput. Statist. 9, 95-107.
    • (1993) Comput. Statist. , vol.9 , pp. 95-107
    • Hawkins, D.M.1
  • 7
    • 0000559699 scopus 로고
    • The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
    • Hawkins, D.M. (1994). The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data. Comput. Statist. Data Anal. 17, 197-210.
    • (1994) Comput. Statist. Data Anal. , vol.17 , pp. 197-210
    • Hawkins, D.M.1
  • 9
    • 0001352378 scopus 로고
    • Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
    • Lopuhaa, H.P. and P.J. Rousseeuw (1991). Breakdown points of affine equivariant estimators of multivariate location and covariance matrices. Ann. Statist. 19, 229-248.
    • (1991) Ann. Statist. , vol.19 , pp. 229-248
    • Lopuhaa, H.P.1    Rousseeuw, P.J.2
  • 12
    • 0001512292 scopus 로고
    • Robust regression by means of S-estimators
    • J. Franke, W. Hardle and R.D. Martin, Eds., Robust and Nonlinear Time Series Analysis, Springer, New York
    • Rousseeuw, P.J. and V. Yohai (1984). Robust regression by means of S-estimators. In: J. Franke, W. Hardle and R.D. Martin, Eds., Robust and Nonlinear Time Series Analysis, Lecture Notes in Statistics, Vol. 26. Springer, New York, 256-272.
    • (1984) Lecture Notes in Statistics , vol.26 , pp. 256-272
    • Rousseeuw, P.J.1    Yohai, V.2
  • 13
    • 0001092634 scopus 로고
    • Computing S estimators for regression and multivariate location/dispersion
    • Ruppert, D. (1992). Computing S estimators for regression and multivariate location/dispersion. J. Comput. Graph. Statist. 1, 253-270.
    • (1992) J. Comput. Graph. Statist. , vol.1 , pp. 253-270
    • Ruppert, D.1
  • 14
    • 0001728254 scopus 로고
    • The efficiency and consistency of approximations to the jackknife variance estimators
    • Shao, J. (1989). The efficiency and consistency of approximations to the jackknife variance estimators. J. Amer. Statist. Assoc. 84, 114-119.
    • (1989) J. Amer. Statist. Assoc. , vol.84 , pp. 114-119
    • Shao, J.1
  • 16
    • 0001673027 scopus 로고
    • Jackknife, bootstrap and other resampling methods in regression analysis (with discussion)
    • Wu, C.F.J. (1986). Jackknife, bootstrap and other resampling methods in regression analysis (with discussion). Ann. Statist. 14, 1261-1350.
    • (1986) Ann. Statist. , vol.14 , pp. 1261-1350
    • Wu, C.F.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.