On the unconditional strong law of large numbers for the bootstrap mean

DOI10.1016/0167-7152(95)00043-7zbMath0866.60029OpenAlexW1966219000MaRDI QIDQ1916170

Carlos Matrán, Eusebio Arenal-Gutiérrez, Juan Antonio Cuesta-Albertos

Publication date: 20 July 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00043-7

zbMATH Keywords

bootstrapstrong law of large numbersresamplingBernstein inequality

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Strong limit theorems (60F15)

Related Items (12)

A central limit theorem for bootstrap sample sums from non-i.i.d. models ⋮ General Weak Laws of Large Numbers for Bootstrap Sample Means ⋮ Large and moderate deviation principles for the bootstrap sample quantile ⋮ Generic Consistency for Approximate Stochastic Programming and Statistical Problems ⋮ 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 ⋮ Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums ⋮ Complete moment convergence for m-ANA random variables and statistical applications ⋮ Asymptotic probability for the bootstrapped means deviations from the sample mean ⋮ Almost Sure lim sup Behavior of Dependent Bootstrap Means ⋮ On the limiting behavior of randomly weighted partial sums

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