I am using the bootstrap to calculate 95% confidence intervals for the median of a population. The data can only take positive integer values. My sample indicates a fair bit of variability, though the data are definitely clustered around a single value close (but not equal to) zero.
Under these circumstances, can bootstrapping the median go wrong? I have seen warnings against bootstrapping statistics when the population is either discrete or asymmetric, but I have yet to see any good explanation why these properties would cause the bootstrap to fail/malfunction.
Thanks!