On the law of large numbers for the bootstrap mean
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Publication:1198986
DOI10.1016/0167-7152(92)90203-HzbMath0752.62034OpenAlexW2113200496MaRDI QIDQ1198986
Publication date: 16 January 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(92)90203-h
law of large numbersiterated logarithmbootstrap sample meansEfron bootstrap a sampleEfron bootstrap sampleminimal moment conditionsrate of divergence of the bootstrap sample size
Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Strong limit theorems (60F15)
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A central limit theorem for bootstrap sample sums from non-i.i.d. models, General Weak Laws of Large Numbers for Bootstrap Sample Means, The bootstrap applied to sequential analysis, Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap, On the unconditional strong law of large numbers for the bootstrap mean, Large and moderate deviation principles for the bootstrap sample quantile, Another look at bootstrapping the Student \(t\)-statistic, A large deviation principle for bootstrapped sample means, Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences, A strong law of large numbers for random sets in fuzzy Banach space, Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums, Asymptotic probability for the bootstrapped means deviations from the sample mean, Almost Sure lim sup Behavior of Dependent Bootstrap Means
Cites Work
- The bootstrap of the mean with arbitrary bootstrap sample size
- On the strong law of large numbers for pairwise independent random variables
- Strong law for the bootstrap
- On goodness-of-fit and the bootstrap
- Some asymptotic theory for the bootstrap
- An elementary proof of the strong law of large numbers
- Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
- Unnamed Item
