On the bootstrap of the sample mean in the infinite variance case

DOI10.1214/aos/1176347262zbMath0687.62017MaRDI QIDQ1263180

Keith Knight

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aos/1176347262

zbMATH Keywords

variables; weak convergence; stable law; random distribution; bootstrap distribution of a sum of infinite variance random; bootstrap distribution of a sum of infinite variance random variables; large sample representaion of the bootstrap distribution

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60B05: Probability measures on topological spaces

60F05: Central limit and other weak theorems

60G57: Random measures

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