Breakdown theory for bootstrap quantiles

• 成果类型: Article
• 署名作者: Singh, K
• 署名单位: Rutgers University System; Rutgers University New Brunswick
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1998
• 页码: 1719-1732
• 关键词: tests

摘要

A general formula for computing the breakdown point (in robustness) for the tth 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.