On the unconditional strong law of large numbers for the bootstrap mean

We first analyze some results by Athreya (1983) and Csörgo (1992). Then, by taking into account the different rates of convergence of the resampling size, we give new, simple proofs of those results. We provide examples that show that the sizes of resampling required by our results to ensure a.s. convergence are not far from being optimal.

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Year of publication:	1996
Authors:	Arenal-Gutiérrez, Eusebio ; Matrán, Carlos ; Cuesta-Albertos, Juan A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 27.1996, 1, p. 49-60
Publisher:	Elsevier
Keywords:	Bootstrap Sample mean Strong law Ergodic theorem Non-i.d. random variables

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

Persistent link: https://www.econbiz.de/10005223351