Almost sure bootstrap of the mean under random normalization

DOI10.1214/AOP/1176989274zbMATH Open0774.62019OpenAlexW1981092875MaRDI QIDQ686773FDOQ686773

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

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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)

Cited In (5)

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

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