The asymptotic distribution of the bootstrap sample mean of an infinitesimal array

DOI10.1016/S0246-0203(98)80012-5MaRDI QIDQ1386733zbMATH OpenOpenAlexFDO

Authors Juan Antonio Cuesta-Albertos, Carlos Matrán

Publication date 8 March 1999

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_1998__34_1_23_0, https://eudml.org/doc/77593

zbMATH Keywords

bootstrap of sample meanscentral limit theoremconditional limit theoreminfinitely divisible limit lawPoisson random variable

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Nonparametric statistical resampling methods (62G09)

Review text

The paper offers asymptotic results for the bootstrap of the sample mean given by an infinitesimal array of rowwise i.e.d. random variables with convergent partial sums. It is known that the ordinary bootstrap works if the central limit theorem holds for the underlying array, see for instance \textit{E. Mammen} [When does bootstrap work? Asymptotic results and simulations. (1992; Zbl 0760.62038)]. If the limit law has a nontrivial Poisson part then the bootstrap statistic may have a data-dependent limit law. These laws are typically infinitely divisible. Results of this type are also discussed when the bootstrap sample size \(m_n\) and the original sample size \(k_n\) of the data fulfill \(m_0= o(k_n)\) or \(k_n= o(m_n)\) and \(\min (k_n,m_n) \to \infty\). The results and the methods of proof are very interesting.

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Cited in

(8)

• On the bootstrap of the sample mean in the infinite variance case
• How do bootstrap and permutation tests work?
• Asymptotic stability of the bootstrap sample mean.
• Asymptotic probability for the bootstrapped means deviations from the sample mean
• THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
• On the low intensity bootstrap for triangular arrays of independent identically distributed random variables
• Resampling schemes with low resampling intensity and their applications in testing hypotheses
• On bootstrapping periodic random arrays with increasing period

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