Asymptotic properties of the bootstrap for heavy-tailed distributions
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Publication:751110
DOI10.1214/aop/1176990748zbMath0714.62035OpenAlexW2064028089MaRDI QIDQ751110
Publication date: 1990
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990748
heavy-tailed distributionsalmost sure convergenceconvergence in probabilitybootstrapped meandomain of attraction of a nonnormal stable lawdomain of normal attraction of a normal lawnormal limit lawPoisson limit lawslowly varying tail
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09) Sums of independent random variables; random walks (60G50)
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