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A note on breakdown theory for bootstrap methods

Singh (1998, Ann. Statist. 20, 1719-1732.) obtains a general formula for computing the breakdown point for the qth bootstrap quantile of a statistic Tn. Here we study the break-down points for the qth quantile of some second-order accurate bootstrap methods. The breakdown point has to be computed case by case when these bootstrap methods are used. Some simulation results are also reported.
Year of publication:
2000
Authors: Hu, Feifang ; Hu, Jianhua
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 50.2000, 1, p. 49-53
Publisher: Elsevier
Keywords: Bootstrap BCa Breakdown in robustness Calibration Quantiles Studentized bootstrap
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005224132
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