Almost sure bootstrap of the mean under random normalization

DOI10.1214/AOP/1176989274MaRDI QIDQ686773zbMATH OpenOpenAlexFDO

Authors Steven J. Sepanski

Publication date 11 October 1993

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989274

zbMATH Keywords

Poisson lawbootstrap sample meanconvergence in distribution along almost every sample pathheavy tailedmaximum order statisticnormalizing sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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Cited in

(5)

• Bootstrapping extremes of random variables under power normalization
• Asymptotic properties of the bootstrap for heavy-tailed distributions
• Almost sure convergence of bootstrapped means and \(U\)-statistics
• Bootstrap of the mean in the infinite variance case
• A central limit theorem for bootstrap sample sums from non-i.i.d. models

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