Almost Sure lim sup Behavior of Dependent Bootstrap Means
DOI10.1080/07362990600869969zbMATH Open1115.62044OpenAlexW1995021171MaRDI QIDQ3423720FDOQ3423720
Authors: Tienchung Hu, Manuel Ordóñez Cabrera, Andrei Volodin 
Publication date: 15 February 2007
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990600869969
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Cites Work
- Bootstrap methods: another look at the jackknife
- Title not available (Why is that?)
- Some Concepts of Dependence
- Some asymptotic theory for the bootstrap
- An elementary proof of the strong law of large numbers
- Strong law for the bootstrap
- On the law of large numbers for the bootstrap mean
- Almost sure convergence of bootstrapped means and \(U\)-statistics
- On the unconditional strong law of large numbers for the bootstrap mean
- Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences
- Title not available (Why is that?)
- Title not available (Why is that?)
- On Almost Sure Convergence of Normed Maxima of Independent Random Variables
Cited In (7)
- On the asymptotic probability for the deviations of dependent bootstrap means from the sample mean
- On the negative association property for the dependent bootstrap random variables
- Complete \(q\)-th moment convergence and its application in the dependent bootstrap
- Study of the limiting behavior of delayed random sums under non-identical distributions setup and a chover type LIL
- Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences
- Complete convergence theorems for normed row sums from an array of rowwise pairwise negative quadrant dependent random variables with application to the dependent bootstrap.
- Strong laws for weighted sums of \(\rho ^*\)-mixing random variables under general, moment conditions
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