Breakdown theory for bootstrap quantiles

DOI10.1214/AOS/1024691354MaRDI QIDQ1807153zbMATH OpenOpenAlexFDO

Authors 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

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• A Quality Index Based on Data Depth and Multivariate Rank Tests
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Breakdown Robustness of Tests
• On almost sure expansions for M-estimates
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust covariance estimates based on resampling
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality

Cited in

(23)

• Bootstrapping MM-estimators for linear regression with fixed designs
• Breakdown point theory for implied probability bootstrap
• Kesar Singh's contributions to statistical methodology
• Bootstrap estimation of the proportion of outliers in robust regression
• Robust Bootstrap with Non Random Weights Based on the Influence Function
• An impartial trimming algorithm for robust circle fitting
• Frequentist standard errors of Bayes estimators
• Bootstrapping robust estimates of regression
• Estimating the \(p\)-values of robust tests for the linear model
• Bias calibration for robust estimation in small areas
• Fast and robust bootstrap for LTS
• Robust subsampling
• Multivariate generalized S-estimators
• Robustness of Bootstrap in Instrumental Variable Regression
• Fast and robust bootstrap
• Pairwise comparisons of trimmed means for two or more groups
• Structural equation modeling with heavy tailed distributions
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Robust bootstrap forecast densities for GARCH returns and volatilities
• A note on breakdown theory for bootstrap methods
• Robust bootstrap procedures for the chain-ladder method
• Some quantitative relationships between two types of finite sample breakdown point
• Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change

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