Some asymptotic behaviour of the bootstrap estimates on a finite sample
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Publication:3034686
DOI10.1007/BF02924672zbMATH Open0692.62039MaRDI QIDQ3034686FDOQ3034686
Authors: Drago Čepar, Zoran Radalj 
Publication date: 1990
Published in: Statistical Papers (Search for Journal in Brave)
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asymptotic theorymeanvarianceweak convergencesimulation resultsconvergence almost everywherespeed of convergenceregression coefficientbootstrap estimatesstandard error of the mean
Cites Work
Cited In (13)
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- The product-limit estimator and the bootstrap: Some asymptotic representations
- Bootstrap standard error estimates and inference
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- On the bootstrap of the sample mean in the infinite variance case
- Bootstrap, jackknife and Edgeworth approximations for finite population \(L\)-statistics
- Another approach to asymptotics and bootstrap of randomly trimmed means
- Asymptotic results for hybrids of empirical and partial sums processes
- Finite-sample properties of the bootstrap estimator in a Markov-switching model
- Some finite sample theory for bootstrap regression estimates
- Asymptotic stability of the bootstrap sample mean.
- Title not available (Why is that?)
- Title not available (Why is that?)
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