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Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/104953
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dc.titleA note on breakdown theory for bootstrap methods
dc.contributor.authorHu, F.
dc.contributor.authorHu, J.
dc.date.accessioned2014-10-28T05:09:23Z
dc.date.available2014-10-28T05:09:23Z
dc.date.issued2000-10-15
dc.identifier.citationHu, F.,Hu, J. (2000-10-15). A note on breakdown theory for bootstrap methods. Statistics and Probability Letters 50 (1) : 49-53. ScholarBank@NUS Repository.
dc.identifier.issn01677152
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/104953
dc.description.abstractSingh (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.
dc.sourceScopus
dc.subjectBootstrap* BCa
dc.subjectBreakdown in robustness
dc.subjectCalibration
dc.subjectPrimary 62G15
dc.subjectQuantiles
dc.subjectSecondary 62G09
dc.subjectStudentized bootstrap
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.sourcetitleStatistics and Probability Letters
dc.description.volume50
dc.description.issue1
dc.description.page49-53
dc.description.codenSPLTD
dc.identifier.isiutNOT_IN_WOS
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