A zero-one law approach to the central limit theorem for the weighted bootstrap mean

DOI10.1214/aop/1042644731zbMath0855.62008OpenAlexW2020735232MaRDI QIDQ1922093

Eusebio Arenal-Gutiérrez, Carlos Matrán

Publication date: 7 November 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1042644731

zbMATH Keywords

zero-one lawsconditional central limit theoremexchangeable weightsLindeberg central limit theoremnon-iid observationsweighted bootstrap sample mean

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (9)

Generalised bootstrap in non-regular M-estimation problems ⋮ A central limit theorem for bootstrap sample sums from non-i.i.d. models ⋮ General Weak Laws of Large Numbers for Bootstrap Sample Means ⋮ Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks ⋮ Generalized bootstrap for estimators of minimizers of convex functions ⋮ Resampling schemes with low resampling intensity and their applications in testing hypotheses ⋮ Another look at bootstrapping the Student \(t\)-statistic ⋮ An alternative to the \(m\) out of \(n\) bootstrap ⋮ Inference from small and big data sets with error rates

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