The bootstrap of the mean with arbitrary bootstrap sample size
zbMATH Open0712.62015MaRDI QIDQ749074FDOQ749074
Authors: Miguel A. Arcones, Evarist Giné
Publication date: 1989
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1989__25_4_457_0
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conditional distributionweak convergencedomain of attraction of the normal lawdomain of attraction of a stable lawa.s. bootstrapbootstrap central limit theorembootstrap in probabilitybootstrap of the mean
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)
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- Sieve-based inference for infinite-variance linear processes
- Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations
- On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations
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- Necessary conditions for the bootstrap of the mean
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- Estimation of the mean for critical branching process and its bootstrap approximation
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