The weighted bootstrap mean for heavy-tailed distributions.

DOI10.1023/A:1007885222438zbMath1163.62320OpenAlexW72094567MaRDI QIDQ1582133

Eustasio del Barrio, Carlos Matrán

Publication date: 3 October 2000

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

Full work available at URL: https://doi.org/10.1023/a:1007885222438

zbMATH Keywords

regular variationdomain of attractionWasserstein distanceheavy tailed distributionsalpha-stable lawresampling intensity

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

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