) estimation and by Huber Proposal 2 M-estimation. We also apply bootstrap methods to these Levene type tests and compare by … simulation these Levene type tests in terms of robustness and power. …

classical bootstrap and the robust bootstrap, in terms of accuracy and robustness. These results show that robustness is a key …

We study the robustness of block resampling procedures for time series. We first derive a set of formulas to quantify … their quantile breakdown point. For the block bootstrap and the sub- sampling, we find a very low quantile breakdown point …. A similar robustness problem arises in relation to data-driven methods for selecting the block size in applications …

regression model. Monte Carlo simulations in two settings where the bootstrap fails show the accuracy and robustness of the …We characterize the robustness of subsampling procedures by deriving a formula for the breakdown point of subsampling … can be applied instead. To overcome these robustness problems, we introduce a consistent robust subsampling procedure for …

between nominal and actual finite sample significance levels. The use of the bootstrap overcomes this problem for general … approaches that lead to asymptotically pivotal test statistics. Power comparisons are made for bootstrap tests and modified …