Can we bootstrap even if CLT fails?

DOI10.1023/A:1022662800620zbMath0979.62025OpenAlexW2318617170MaRDI QIDQ1266776

Dragan Radulovic

Publication date: 18 February 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022662800620

zbMATH Keywords

bootstrapGaussian processempirical processes

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

Related Items (6)

Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean ⋮ Renewal type bootstrap for Markov chains ⋮ A direct bootstrapping technique and its application to a novel goodness of fit test ⋮ Bootstrap consistency for quadratic forms of sample averages with increasing dimension ⋮ Asymptotic total variation tests for copulas ⋮ High Dimensional CLT and its Applications

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