Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap
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Cites work
- A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables
- An elementary proof of the strong law of large numbers
- Bootstrap methods: another look at the jackknife
- Convergence of stochastic processes
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- scientific article; zbMATH DE number 3135389 (Why is no real title available?)
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- On goodness-of-fit and the bootstrap
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- The weighted empirical process of row independent random variables with arbitrary distribution functions
Cited in
(11)- On the limiting behavior of randomly weighted partial sums
- The Glivenko-Cantelli theorem based on data with randomly imputed missing values
- On the unconditional strong law of large numbers for the bootstrap mean
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- A large deviation principle for bootstrapped sample means
- A central limit theorem for bootstrap sample sums from non-i.i.d. models
- scientific article; zbMATH DE number 774870 (Why is no real title available?)
- An extended continuous mapping theorem for outer almost sure weak convergence
- General Weak Laws of Large Numbers for Bootstrap Sample Means
- Some converse limit theorems for exchangeable bootstraps
- Resampling schemes with low resampling intensity and their applications in testing hypotheses
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