On the low intensity bootstrap for triangular arrays of independent identically distributed random variables
From MaRDI portal
Publication:619103
DOI10.1007/s11749-007-0077-3zbMath1203.62032OpenAlexW2045517762MaRDI QIDQ619103
Carlos Matrán, Eustasio del Barrio, Arnold Janssen
Publication date: 22 January 2011
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-007-0077-3
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Bootstrap, jackknife and other resampling methods (62F40)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The bootstrap of the mean with arbitrary bootstrap sample size
- Resampling schemes with low resampling intensity and their applications in testing hypotheses
- Bootstrap of the mean in the infinite variance case
- Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size
- When does bootstrap work! Asymptotic results and simulations
- Bootstrap, wild bootstrap, and asymptotic normality
- Some results on the influence of extremes on the bootstrap
- Necessary conditions for the bootstrap of the mean of a triangular array
- Almost sure weak convergence of the increments of Lévy processes
- The asymptotic distribution of the bootstrap sample mean of an infinitesimal array
- How do bootstrap and permutation tests work?
- A survey of limit laws for bootstrapped sums
- The weighted bootstrap mean for heavy-tailed distributions.
- Asymptotic stability of the bootstrap sample mean.
- Stability and attraction to normality for Lévy processes at zero and at infinity
- Large sample confidence regions based on subsamples under minimal assumptions
- Resampling Student's \(t\)-type statistics
- A note on proving that the (modified) bootstrap works