Necessary conditions for the bootstrap of the mean of a triangular array

DOI10.1016/S0246-0203(99)80016-8MaRDI QIDQ1291157zbMATHOpenAlexWikidataFDO

Authors Carlos Matrán, Eustasio Del Barrio, Juan Antonio Cuesta-Albertos

Publication date 13 February 2000

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1999__35_3_371_0

zbMATH Keywords

central limit theoremU-statisticsnecessary conditionstriangular arraysarbitrary resampling sizesbootstrap mean

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)

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Cited in

(7)

• On the low intensity bootstrap for triangular arrays of independent identically distributed random variables
• How do bootstrap and permutation tests work?
• Asymptotic stability of the bootstrap sample mean.
• Resampling Student's \(t\)-type statistics
• Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
• Resampling schemes with low resampling intensity and their applications in testing hypotheses
• Necessary conditions for the bootstrap of the mean

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