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A note on breakdown theory for bootstrap methods

Author

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  • Hu, Feifang
  • Hu, Jianhua

Abstract

Singh (1998, Ann. Statist. 20, 1719-1732.) obtains a general formula for computing the breakdown point for the qth bootstrap quantile of a statistic Tn. Here we study the break-down points for the qth quantile of some second-order accurate bootstrap methods. The breakdown point has to be computed case by case when these bootstrap methods are used. Some simulation results are also reported.

Suggested Citation

  • Hu, Feifang & Hu, Jianhua, 2000. "A note on breakdown theory for bootstrap methods," Statistics & Probability Letters, Elsevier, vol. 50(1), pages 49-53, October.
    • Handle: RePEc:eee:stapro:v:50:y:2000:i:1:p:49-53
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    Cited by:

    1. DongHyuk Lee & Raymond J. Carroll & Samiran Sinha, 2017. "Frequentist standard errors of Bayes estimators," Computational Statistics, Springer, vol. 32(3), pages 867-888, September.
    2. Ke-Hai Yuan & Peter Bentler & Wai Chan, 2004. "Structural equation modeling with heavy tailed distributions," Psychometrika, Springer;The Psychometric Society, vol. 69(3), pages 421-436, September.

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