Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap

DOI10.1016/0167-7152(95)00033-XzbMath0852.60027OpenAlexW2031667879MaRDI QIDQ1916161

Carlos Matrán, Eusebio Arenal-Gutiérrez, Juan Antonio Cuesta-Albertos

Publication date: 2 December 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00033-x

zbMATH Keywords

bootstrapsmoothed bootstrapweak lawsGlivenko-Cantelli

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (max. 100)

The Glivenko-Cantelli theorem based on data with randomly imputed missing values ⋮ A central limit theorem for bootstrap sample sums from non-i.i.d. models ⋮ General Weak Laws of Large Numbers for Bootstrap Sample Means ⋮ Resampling schemes with low resampling intensity and their applications in testing hypotheses ⋮ A large deviation principle for bootstrapped sample means ⋮ On the limiting behavior of randomly weighted partial sums

Cites Work

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• On goodness-of-fit and the bootstrap
• A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables
• On the law of large numbers for the bootstrap mean
• Bootstrap methods: another look at the jackknife
• The weighted empirical process of row independent random variables with arbitrary distribution functions
• An elementary proof of the strong law of large numbers
• Convergence of stochastic processes

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