Asymptotic probability for the bootstrapped means deviations from the sample mean

In this paper, the asymptotic probability for the bootstrapped means deviations from the sample mean is obtained, without imposing any assumptions on joint distribution of the original sequence of random variables from which the bootstrap sample is withdrawn. A non-restrictive assumption of stochastic domination by a random variable is imposed on marginal distributions of this sequence.

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Year of publication:	2005
Authors:	Hu, Tien-Chung ; Ordóñez Cabrera, Manuel ; Volodin, Andrei
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 74.2005, 2, p. 178-186
Publisher:	Elsevier
Keywords:	Bootstrapped means Exponential inequalities Strong law of large numbers Stochastic domination

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254813