This paper introduces a new approach to proving bootstrap consistency based upon the distribution of permutation statistics, using it to derive results covering fundamentally not-identically distributed groups of data, in which average moments do not converge to anything, with moment conditions...

We investigate implications of the consistency principle for the reordering problem, also known as the queueing problem with an initial queue. The consistency principle specifies how an allocation rule should respond when an agent leaves the problem. We introduce four different consistency...

We develop a statistical-methodological framework for a set of core commercial real estate market indicators, which consists of a market price index, a gross rent index, and a net rental yield index as well a vacancy rate. We argue that the indicators should be (macro-)consistent, meaning that...

We develop a statistical‐methodological framework for a set of core commercial real estate market indicators, which consists of a market price index, a gross rent index, and a net rental yield index, as well as a vacancy rate. We argue that the indicators should be (macro‐)consistent,...

We develop a statistical-methodological framework for a set of core commercial real estate market indicators, which consists of a market price index, a gross rent index, and a net rental yield index as well a vacancy rate. We argue that the indicators should be (macro-)consistent, meaning that...