Asymptotic stability of the bootstrap sample mean. (Q1766048)
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scientific article; zbMATH DE number 2138941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic stability of the bootstrap sample mean. |
scientific article; zbMATH DE number 2138941 |
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Asymptotic stability of the bootstrap sample mean. (English)
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25 February 2005
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The paper explores the sensitivity of the asymptotic distribution of bootstrap samples for different resampling intensities. It is shown that the bootstrap mean can only be highly unstable for small resampling intensities. The setup considers resampling from a triangular array of row-wise independent and identically distributed random variables satisfying central limit theorems.
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bootstrap sample mean
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asymptotic stability
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triangular arrays
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resampling intensity
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