- 1 Introduction
- 2 Resampling Distribution Breakdown Point Quantile
- 2.1 Definition
- 2.2 Quantile Breakdown Point
- 3 Robust Resampling Procedures
- 3.1 Definition
- 3.2 Robust Resampling Methods and Quantile Breakdown Point
- 4 Breakdown Point and Data Driven Choice of the BlockSize
- 4.1 Subsampling
- 4.2 Moving Block Bootstrap
- 5 Monte Carlo Simulations
- 5.1 The Standard Strictly Stationary Case
- 5.2 The Near-to-Unit-Root Case
- 6 Conclusions
- Appendix: Proofs
- References
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