A note on breakdown theory for bootstrap methods

Feifang Hu and Jianhua Hu

Statistics & Probability Letters, 2000, vol. 50, issue 1, 49-53

Abstract: 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.

Keywords: Bootstrap; BCa; Breakdown; in; robustness; Calibration; Quantiles; Studentized; bootstrap (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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