Breakdown theory for bootstrap quantiles

DOI10.1214/AOS/1024691354zbMath0929.62053OpenAlexW2009891346MaRDI QIDQ1807153

Kesar Singh

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691354

zbMATH Keywords

bootstrapquantilesWinsorization\(M\) estimators

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric statistical resampling methods (62G09)

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Cites Work

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• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• On almost sure expansions for M-estimates
• Robust covariance estimates based on resampling
• Breakdown Robustness of Tests
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• A Quality Index Based on Data Depth and Multivariate Rank Tests
• Robust Estimation of a Location Parameter
• Robust Statistics

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