A note on breakdown theory for bootstrap methods

DOI10.1016/S0167-7152(00)00080-8MaRDI QIDQ1590835zbMATH OpenFDO

Authors Jianhua Hu, Feifang Hu

Publication date 9 April 2001

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(00)00080-8

zbMATH Keywords

bootstrapcalibrationbreakdown in robustnessstudentized bootstrap

Mathematics Subject Classification ID

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

Recommendations

• Breakdown theory for bootstrap quantiles
• scientific article; zbMATH DE number 854581
• Breakdown point theory for implied probability bootstrap
• The bootstrap: Some large sample theory and connections with robustness
• On some representations of the bootstrap

Cites work

• scientific article; zbMATH DE number 3829050 (Why is no real title available?)
• A General Qualitative Definition of Robustness
• Better Bootstrap Confidence Intervals
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Breakdown theory for bootstrap quantiles
• Robust covariance estimates based on resampling
• Robust direction estimation

Cited in

(4)

• Structural equation modeling with heavy tailed distributions
• Breakdown point theory for implied probability bootstrap
• Frequentist standard errors of Bayes estimators
• scientific article; zbMATH DE number 837685 (Why is no real title available?)

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