Necessary conditions for the bootstrap of the mean

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12)

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Reminiscences, and some explorations about the bootstrap
A central limit theorem for bootstrap sample sums from non-i.i.d. models
Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums
Inclusion degree tests for the Aumann expectation of a random interval
Testing for Breaks in Regression Models with Dependent Data
General Weak Laws of Large Numbers for Bootstrap Sample Means
Some converse limit theorems for exchangeable bootstraps
Link of moments before and after transformations, with an application to resampling from fat-tailed distributions
Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences
The impact of bootstrap methods on time series analysis
Extremal dependence analysis of network sessions
The resampling method via representative points
Nonparametric bootstrap inference for the targeted highly adaptive least absolute shrinkage and selection operator (LASSO) estimator
Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
Cramér moderate deviation and sharp large deviation for bootstrap sample quantiles
The bootstrap of the mean with arbitrary bootstrap sample size
Asymptotic properties of the bootstrap for heavy-tailed distributions
General bootstrap for dual -divergence estimates
Renewal type bootstrap for Markov chains

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