Asymptotic probability for the bootstrapped means deviations from the sample mean
DOI10.1016/J.SPL.2005.04.042zbMATH Open1070.62010OpenAlexW2012635513MaRDI QIDQ2566720FDOQ2566720
Authors: Tienchung Hu, Manuel Ordóñez Cabrera, Andrei Volodin
Publication date: 28 September 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.042
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Cites Work
- Bootstrap methods: another look at the jackknife
- Some general strong laws for weighted sums of stochastically dominated random variables
- Strong law for the bootstrap
- On the law of large numbers for the bootstrap mean
- Almost sure convergence of bootstrapped means and \(U\)-statistics
- A survey of limit laws for bootstrapped sums
- On the unconditional strong law of large numbers for the bootstrap mean
- Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums
- Strong consistencies of the bootstrap moments
Cited In (11)
- On the asymptotic probability for the deviations of dependent bootstrap means from the sample mean
- Asymptotic probability for weighted deviations of dependent bootstrap means from the sample mean
- A large deviation principle for bootstrapped sample means
- Bootstrap of deviation probabilities with applications
- Title not available (Why is that?)
- Title not available (Why is that?)
- Another approach to asymptotics and bootstrap of randomly trimmed means
- Easy bootstrap-like estimation of asymptotic variances
- A central limit theorem for bootstrap sample sums from non-i.i.d. models
- Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences
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