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October 1998 Breakdown theory for bootstrap quantiles
Kesar Singh
Ann. Statist. 26(5): 1719-1732 (October 1998). DOI: 10.1214/aos/1024691354

Abstract

A general formula for computing the breakdown point in robustness for the $t$th bootstrap quantile of a statistic $T_n$ is obtained. The answer depends on $t$ and the breakdown point of $T_n$. Since the bootstrap quantiles are vital ingredients of bootstrap confidence intervals, the theory has implications pertaining to robustness of bootstrap confidence intervals. For certain $L$ and $M$ estimators, a robustification of bootstrap is suggested via the notion of Winsorization.

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Kesar Singh. "Breakdown theory for bootstrap quantiles." Ann. Statist. 26 (5) 1719 - 1732, October 1998. https://doi.org/10.1214/aos/1024691354

Information

Published: October 1998
First available in Project Euclid: 21 June 2002

zbMATH: 0929.62053
MathSciNet: MR1673275
Digital Object Identifier: 10.1214/aos/1024691354

Subjects:
Primary: 62G09, 62G15

Rights: Copyright © 1998 Institute of Mathematical Statistics

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Vol.26 • No. 5 • October 1998
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