Breakdown theory for bootstrap quantiles
Singh, Kesar
Ann. Statist., Tome 26 (1998) no. 3, p. 1719-1732 / Harvested from Project Euclid
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A general formula for computing the breakdown point in robustness for the $t$th bootstrap quantile of a statistic $T_n$ is obtained. The answer depends on $t$ and the breakdown point of $T_n$. Since the bootstrap quantiles are vital ingredients of bootstrap confidence intervals, the theory has implications pertaining to robustness of bootstrap confidence intervals. For certain $L$ and $M$ estimators, a robustification of bootstrap is suggested via the notion of Winsorization.
Publié le : 1998-10-14
Classification:  Bootstrap,  quantiles,  breakdown in robustness,  $L$ and $M$ estimators,  Winsorization.,  62G09,  62G15 
@article{1024691354,
     author = {Singh, Kesar},
     title = {Breakdown theory for bootstrap quantiles},
     journal = {Ann. Statist.},
     volume = {26},
     number = {3},
     year = {1998},
     pages = { 1719-1732},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1024691354}
}

Singh, Kesar. Breakdown theory for bootstrap quantiles. Ann. Statist., Tome 26 (1998) no. 3, pp.  1719-1732. http://gdmltest.u-ga.fr/item/1024691354/