On bootstrap estimation of the distribution of the Studentized mean

DOI10.1007/BF00050845MaRDI QIDQ1359393zbMATH OpenOpenAlexFDO

Authors Raoul Le Page, Peter Hall

Publication date 3 July 1997

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00050845

zbMATH Keywords

bootstrapcentral limit theoremconsistencydomain of attractiondomain of partial attractionheavy tailpercentile-\(t\) methodself-normalizationstable lawstudentization

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• scientific article; zbMATH DE number 4018126
• Bootstrap methods in statistics
• The bootstrap: Some large sample theory and connections with robustness
• scientific article; zbMATH DE number 4096579
• On the bootstrap and the trimmed mean

Cites work

• A note on proving that the (modified) bootstrap works
• Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size
• Asymptotic properties of the bootstrap for heavy-tailed distributions
• Bootstrap of the mean in the infinite variance case
• Convergence of stochastic processes
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• Large sample confidence regions based on subsamples under minimal assumptions
• Necessary conditions for the bootstrap of the mean
• On the asymptotic properties of the jackknife histogram
• On the bootstrap of the sample mean in the infinite variance case
• Some results on the influence of extremes on the bootstrap
• The bootstrap and Edgeworth expansion
• The bootstrap of the mean with arbitrary bootstrap sample size
• Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems

Cited in

(13)

• On the bootstrap and the trimmed mean
• Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
• Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
• Bootstrapping the studentized sample mean of lattice variables
• Consistency of the reduced bootstrap for sample means
• scientific article; zbMATH DE number 4018126 (Why is no real title available?)
• A statistics analysis of randomly trimmed means and their bootstrap
• Studentized bootstrap confidence intervals based onM-estimates
• Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law
• scientific article; zbMATH DE number 806610 (Why is no real title available?)
• Link of moments before and after transformations, with an application to resampling from fat-tailed distributions
• Estimating the mean of a heavy tailed distribution
• Inference on means using the bootstrap

This page was built for publication: On bootstrap estimation of the distribution of the Studentized mean

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1359393)