We characterize the robustness of subsampling procedures by deriving a formula for the breakdown point of subsampling quantiles. This breakdown point can be very low for moderate subsampling block sizes, which implies the fragility of subsampling procedures, even when they are applied to robust...

We characterize the robustness of subsampling procedures by deriving a general formula for the breakdown point of subsampling quantiles. This breakdown point can be very low for moderate subsampling block sizes, which implies the fragility of subsampling procedures, even if they are applied to...

We study the robustness of block resampling procedures for time series. We first derive a set of formulas to quantify their quantile breakdown point. For the block bootstrap and the sub- sampling, we find a very low quantile breakdown point. A similar robustness problem arises in relation to...

We study the robustness of block resampling procedures for time series. We first derive a setof formulas to quantify their quantile breakdown point. For the block bootstrap and the sub-sampling, we find a very low quantile breakdown point. A similar robustness problem arisesin relation to...

We compute the breakdown point of the subsampling quantile of a general statistic, and show that it is increasing in the subsampling block size and the breakdown point of the statistic. These results imply fragile subsampling quantiles for moderate block sizes, also when subsampling procedures...