The Annals of Statistics · 1998 · 100 citations · 10 references
Natural SciencesMathematicsEconometricsProbability TheoryStatisticsBootstrap MethodsConfidence IntervalsInferential StatisticsRobust Statistical ModelingRobust StatisticsStatistical InferenceBootstrap Confidence IntervalsBootstrap EstimationBreakdown Point TheoryConfidence Intervals For QuantilesRobust Confidence IntervalsSample QuantilesWinsorized EstimationWinsorized Estimators
A general formula for computing the breakdown point in robustness for the $t$th 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.
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Robust Estimation of a Location Parameter
Peter J. Huber · The Annals of Mathematical Statistics · 1964 · 7K citations · Full text
Eric R. Ziegel, E. L. Lehmann, George Casella · Technometrics · 1999 · 4.3K citations