The \(m(n)\) out of \(k(n)\) bootstrap for partial sums of St. Petersburg type games

DOI10.1214/ECP.v18-2772zbMath1339.60016MaRDI QIDQ743066

Markus Pauly, Arnold Janssen, Eustasio del Barrio

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

resamplinginfinitely divisible distributionsstable lawsLévy processSt. Petersburg gamesemi-stable lawsbootstrap limit laws

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Bootstrap, jackknife and other resampling methods (62F40) Sums of independent random variables; random walks (60G50) Stochastic games, stochastic differential games (91A15)

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Strong approximation of the St. Petersburg game ⋮ Bootstrapping sample quantiles of discrete data

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