Asymptotic properties of the bootstrap for heavy-tailed distributions

DOI10.1214/AOP/1176990748zbMath0714.62035OpenAlexW2064028089MaRDI QIDQ751110

No author found.

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1214/aop/1176990748

zbMATH Keywords

heavy-tailed distributionsalmost sure convergenceconvergence in probabilitybootstrapped meandomain of attraction of a nonnormal stable lawdomain of normal attraction of a normal lawnormal limit lawPoisson limit lawslowly varying tail

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09) Sums of independent random variables; random walks (60G50)

Related Items (29)

Bootstrapping the Student \(t\)-statistic ⋮ Bootstrapping point processes with some applications ⋮ New methods for bias correction at endpoints and boundaries ⋮ Almost sure convergence of bootstrapped means and \(U\)-statistics ⋮ Asymptotic and bootstrap inference for inequality and poverty measures ⋮ Statistical inference in the presence of heavy tails ⋮ On bootstrap estimation of the distribution of the Studentized mean ⋮ A central limit theorem for bootstrap sample sums from non-i.i.d. models ⋮ Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness ⋮ On the effect of inliers on the spatial median ⋮ Wild Bootstrap of the Sample Mean in the Infinite Variance Case ⋮ Robust and bootstrap testing procedures for bioequivalence ⋮ On asymptotic properties of bootstrap for AR(1) processes ⋮ Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations ⋮ GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference ⋮ How do bootstrap and permutation tests work? ⋮ A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests ⋮ Extremal dependence analysis of network sessions ⋮ Asymptotics of trimmed CUSUM statistics ⋮ LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS ⋮ Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk ⋮ A bootstrap procedure for estimating the adjustment coefficients ⋮ Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law ⋮ Bootstrap, wild bootstrap, and asymptotic normality ⋮ Non-central limit theorems for random selections ⋮ An alternative to the \(m\) out of \(n\) bootstrap ⋮ On the inconsistency of bootstrap distribution estimators ⋮ Mixtures of tails in clustered automobile collision claims ⋮ A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS

This page was built for publication: Asymptotic properties of the bootstrap for heavy-tailed distributions