Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law

DOI10.1080/02331888.2017.1353515zbMath1440.62176arXiv1510.01811OpenAlexW2272559646MaRDI QIDQ4639148

Maryam Sohrabi, Mahmoud Zarepour

Publication date: 3 May 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.01811

zbMATH Keywords

estimationresamplingmeaninfinite variance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Cites Work

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• Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law
• On the foundations of multivariate heavy-tail analysis
• Wild Bootstrap of the Sample Mean in the Infinite Variance Case
• Robust Statistics

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