A central limit theorem for bootstrap sample sums from non-i.i.d. models

DOI10.1016/J.JSPI.2016.08.002zbMATH Open1348.60034OpenAlexW2511105687MaRDI QIDQ338405FDOQ338405

Authors: Andrew Rosalsky, Deli Li 

Publication date: 4 November 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.08.002

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zbMATH Keywords

central limit theoremalmost sure convergencebootstrap samplesrandom bootstrap sample size

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)

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Cited In (5)

• A note on the central limit theorem for the bootstrap mean
• General Weak Laws of Large Numbers for Bootstrap Sample Means
• A survey of limit laws for bootstrapped sums
• Bootstraps of sums of independent but not identically distributed stochastic processes
• Title not available (Why is that?)

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