The asymptotic distribution of the bootstrap sample mean of an infinitesimal array

J. A. Cuesta-Albertos; C. Matrán

Annales de l'I.H.P. Probabilités et statistiques (1998)

  • Volume: 34, Issue: 1, page 23-48
  • ISSN: 0246-0203

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Cuesta-Albertos, J. A., and Matrán, C.. "The asymptotic distribution of the bootstrap sample mean of an infinitesimal array." Annales de l'I.H.P. Probabilités et statistiques 34.1 (1998): 23-48. <http://eudml.org/doc/77593>.

@article{Cuesta1998,
author = {Cuesta-Albertos, J. A., Matrán, C.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {bootstrap of sample means; infinitely divisible limit law; Poisson random variable; conditional limit theorem; central limit theorem},
language = {eng},
number = {1},
pages = {23-48},
publisher = {Gauthier-Villars},
title = {The asymptotic distribution of the bootstrap sample mean of an infinitesimal array},
url = {http://eudml.org/doc/77593},
volume = {34},
year = {1998},
}

TY - JOUR
AU - Cuesta-Albertos, J. A.
AU - Matrán, C.
TI - The asymptotic distribution of the bootstrap sample mean of an infinitesimal array
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1998
PB - Gauthier-Villars
VL - 34
IS - 1
SP - 23
EP - 48
LA - eng
KW - bootstrap of sample means; infinitely divisible limit law; Poisson random variable; conditional limit theorem; central limit theorem
UR - http://eudml.org/doc/77593
ER -

References

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  12. [12] P. Hall and Y. Jing Bing, Comparison of Bootstrap and Asymptotic Approximations to the Distribution of a Heavy-Tailed Mean, 1993, Preprint. MR666016
  13. [13] K. Knight, On the bootstrap of the sample mean in the infinite variance case. Ann. Statist. Vol. 17, 1989, pp. 1168-1175. Zbl0687.62017MR1015144
  14. [14] E. Mammen, Bootstrap, wild bootstrap, and asymptotic normality. Probab. Theory Relat. Fields Vol. 93, 1992, pp. 439-455. Zbl0766.62021MR1183886
  15. [15] D. Politis and J. Romano, Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions. Ann. Statist. Vol. 22, 1994, pp. 2031-2050. Zbl0828.62044MR1329181
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