Qualitative robustness for bootstrap approximations

arXiv1702.05933MaRDI QIDQ6283387FDOQ6283387

Authors: Katharina Strohriegl 

Publication date: 20 February 2017

Abstract: An important property of statistical estimators is qualitative robustness, that is small changes in the distribution of the data only result in small chances of the distribution of the estimator. Moreover, in practice, the distribution of the data is commonly unknown, therefore bootstrap approximations can be used to approximate the distribution of the estimator. Hence qualitative robustness of the statistical estimator under the bootstrap approximation is a desirable property. Currently most theoretical investigations on qualitative robustness assume independent and identically distributed pairs of random variables. However, in practice this assumption is not fulfilled. Therefore, we examine the qualitative robustness of bootstrap approximations for non-i.i.d. random variables, for example $alpha$-mixing and weakly dependent processes. In the i.i.d. case qualitative robustness is ensured via the continuity of the statistical operator, representing the estimator, see Hampel (1971) and Cuevas and Romo (1993). We show, that qualitative robustness of the bootstrap approximation is still ensured under the assumption that the statistical operator is continuous and under an additional assumption on the stochastic process. In particular, we require a convergence condition of the empirical measure of the underlying process, the so called Varadarajan property.

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Nonparametric statistical resampling methods (62G09) Generalized stochastic processes (60G20)

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