Necessary conditions for the bootstrap of the mean of a triangular array
DOI10.1016/S0246-0203(99)80016-8zbMATH Open0930.62047OpenAlexW1996171110WikidataQ127296515 ScholiaQ127296515MaRDI QIDQ1291157FDOQ1291157
Authors: Carlos Matrán, Eustasio Del Barrio, Juan Antonio Cuesta-Albertos Error creating thumbnail:
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
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central limit theoremU-statisticsnecessary conditionstriangular arraysarbitrary resampling sizesbootstrap mean
Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)
Cited In (7)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses
- How do bootstrap and permutation tests work?
- Necessary conditions for the bootstrap of the mean
- On the low intensity bootstrap for triangular arrays of independent identically distributed random variables
- Resampling Student's \(t\)-type statistics
- Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
- Asymptotic stability of the bootstrap sample mean.
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