Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator

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Testing for Threshold Effects in Regression Models (2010, background): “The corresponding distribution is nonstandard and cannot be tabulated; however, statistical inference can be carried out by subsampling as in Delgado, Rodriguez-Poo, and Wolf (2001).”
On m out of n Bootstrapping for Nonstandard M-Estimation With Nuisance Parameters (2006, background): “Delgado, Rodríguez-Poo, and Wolf (2001) applied subsampling to situations subject to Kim and Pollard’s (1990) cube root asymptotics and obtained satisfactory empirical results.”
Consistent Testing for Stochastic Dominance: A Subsampling Approach (2002, unknown): “Delgado, Rodriguez-Poo, and Wolf (2001) propose a method for selecting b to minimize size distortion in the context of hypothesis testing within the maximum score estimator, although no optimality properties of this method were proven.”