Breakdown and asymptotic properties of resampled estimates

Jorge Adrover and Ana M. Blanco

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: In this paper we study the breakdown and asymptotic properties of resampled t-estimates. We find that they retain the finite breakdown point of the exact estimator. We also study their consistency and their order of convergence under nonstandard assumptions on the loss functions.

Keywords: Robustness; Resampling; Regression; Breakdown; point; Order; of; convergence (search for similar items in EconPapers)
Date: 1995-02
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:4510

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