Bootstrapping the Student \(t\)-statistic

DOI10.1214/aop/1015345757zbMath1010.62026OpenAlexW2036565019MaRDI QIDQ1872230

David M. Mason, Qui-Man Shao

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1015345757

zbMATH Keywords

bootstraporder statisticsStudent t-statistic

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (10)

A central limit theorem for bootstrap sample sums from non-i.i.d. models ⋮ Precise asymptotics in the deviation probability series of self-normalized sums ⋮ How do bootstrap and permutation tests work? ⋮ Weighted resampling of martingale difference arrays with applications ⋮ Moment condition tests for heavy tailed time series ⋮ Another look at bootstrapping the Student \(t\)-statistic ⋮ A Monte-Carlo comparison of Studentized bootstrap and permutation tests for heteroscedastic two-sample problems ⋮ Resampling Student's \(t\)-type statistics ⋮ The asymptotic distribution of self-normalized triangular arrays ⋮ Inference from small and big data sets with error rates

Cites Work

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• The bootstrap of the mean with arbitrary bootstrap sample size
• Asymptotic properties of the bootstrap for heavy-tailed distributions
• A note of the behavior of sample statistics when the population mean is infinite
• Bootstrapping empirical functions
• Bootstrap of the mean in the infinite variance case
• Necessary conditions for the bootstrap of the mean
• Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size
• Some results on the influence of extremes on the bootstrap
• When is the Student \(t\)-statistic asymptotically standard normal?
• Limiting Behaviour of Sums and the Term of Maximum Modulus
• A limit theorem for sample maxima and heavy branches in Galton–Watson trees

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