Showing 1 - 4 of 4
We characterize the robustness of subsampling procedures by deriving a formula for the breakdown point of subsampling quantiles. This breakdown point can be very low for moderate subsampling block sizes, which implies the fragility of subsampling procedures, even when they are applied to robust...
Persistent link: https://www.econbiz.de/10010574079
Persistent link: https://www.econbiz.de/10005228653
Persistent link: https://www.econbiz.de/10005228865
Persistent link: https://www.econbiz.de/10005228942