Necessary and sufficient conditions for the multivariate bootstrap of the mean

DOI10.1016/0167-7152(94)90106-6MaRDI QIDQ1324604zbMATH OpenOpenAlexFDO

Authors Steven J. Sepanski

Publication date 11 October 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90106-6

zbMATH Keywords

affine transformationsalmost sure CLTbootstrap central limit theorembootstrap sample meandomain of normal attractiongeneralized domain of attractionin probability CLTnecessary and sufficient conditionsrandom vectors

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Convergence of moments and related functional in the general central limit theorem in banach spaces
• Convergence of types in k-space
• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
• scientific article; zbMATH DE number 3655054 (Why is no real title available?)
• scientific article; zbMATH DE number 3716479 (Why is no real title available?)
• scientific article; zbMATH DE number 3716485 (Why is no real title available?)
• Matrix normalization of sums of random vectors in the domain of attraction of the multivariate normal
• Necessary conditions for the bootstrap of the mean
• Some asymptotic theory for the bootstrap

Cited in

(5)

• Necessary conditions for the bootstrap of the mean
• Asymptotics for multivariate t-statistic for random vectors in the generalized domain of attraction of the multivariate normal law
• Necessary conditions for the bootstrap of the mean of a triangular array
• Multiplier bootstrap methods for conditional distributions
• The bootstrap of the mean with arbitrary bootstrap sample size

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