Necessary conditions for the bootstrap of the mean

DOI10.1214/AOS/1176347134MaRDI QIDQ1120210zbMATH OpenOpenAlexFDO

Authors Joel Zinn, Evarist Giné

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/1176347134

zbMATH Keywords

central limit theoremdomain of attraction of the normal lawbootstrap of the mean

Mathematics Subject Classification ID

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

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Cited in

(39)

• The impact of bootstrap methods on time series analysis
• On the smoothed bootstrap
• A large deviation principle for bootstrapped sample means
• A new approach on estimation of the tail index
• The resampling method via representative points
• General bootstrap for dual -divergence estimates
• On the blockwise bootstrap for empirical processes for stationary sequences
• Specification testing for regression models with dependent data
• How do bootstrap and permutation tests work?
• An alternative bootstrap to moving blocks for time series regression models
• Asymptotic properties of the bootstrap for heavy-tailed distributions
• Link of moments before and after transformations, with an application to resampling from fat-tailed distributions
• Testing for Breaks in Regression Models with Dependent Data
• Another look at bootstrapping the Student \(t\)-statistic
• The bootstrap of the mean with arbitrary bootstrap sample size
• Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums
• Testing the degree of overlap for the expected value of random intervals
• Renewal type bootstrap for Markov chains
• Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
• Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size
• Reminiscences, and some explorations about the bootstrap
• A central limit theorem for bootstrap sample sums from non-i.i.d. models
• General Weak Laws of Large Numbers for Bootstrap Sample Means
• Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
• Necessary and sufficient conditions for the multivariate bootstrap of the mean
• Conditions required for the mean response to fall within specified bounds
• Large and moderate deviation principles for the bootstrap sample quantile
• Nonparametric bootstrap inference for the targeted highly adaptive least absolute shrinkage and selection operator (LASSO) estimator
• Extremal dependence analysis of network sessions
• Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences
• On asymptotic properties of bootstrap for AR(1) processes
• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
• On bootstrap estimation of the distribution of the Studentized mean
• Inclusion degree tests for the Aumann expectation of a random interval
• Bootstrapping the Student t-statistic
• High-dimensional simultaneous inference with the bootstrap
• Inclusion and exclusion hypothesis tests for the fuzzy mean
• Bootstrap, wild bootstrap, and asymptotic normality
• Some converse limit theorems for exchangeable bootstraps

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