On the unconditional strong law of large numbers for the bootstrap mean
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Burke, Murray D. & Gombay, Edit, 1988. "On goodness-of-fit and the bootstrap," Statistics & Probability Letters, Elsevier, vol. 6(5), pages 287-293, April.
- Athreya, K. B., 1983. "Strong law for the bootstrap," Statistics & Probability Letters, Elsevier, vol. 1(3), pages 147-150, March.
- Matula, Przemyslaw, 1992. "A note on the almost sure convergence of sums of negatively dependent random variables," Statistics & Probability Letters, Elsevier, vol. 15(3), pages 209-213, October.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hu, Tien-Chung & Ordóñez Cabrera, Manuel & Volodin, Andrei, 2005. "Asymptotic probability for the bootstrapped means deviations from the sample mean," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 178-186, September.
- Csörgő, Miklós & Nasari, Masoud M., 2013. "Asymptotics of randomly weighted u- and v-statistics: Application to bootstrap," Journal of Multivariate Analysis, Elsevier, vol. 121(C), pages 176-192.
- Rosalsky, Andrew & Sreehari, M., 1998. "On the limiting behavior of randomly weighted partial sums," Statistics & Probability Letters, Elsevier, vol. 40(4), pages 403-410, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Csörgő, Miklós & Nasari, Masoud M., 2013. "Asymptotics of randomly weighted u- and v-statistics: Application to bootstrap," Journal of Multivariate Analysis, Elsevier, vol. 121(C), pages 176-192.
- Liu, Jingjun & Gan, Shixin & Chen, Pingyan, 1999. "The Hájeck-Rényi inequality for the NA random variables and its application," Statistics & Probability Letters, Elsevier, vol. 43(1), pages 99-105, May.
- Kim, Tae-Sung & Ko, Mi-Hwa & Han, Kwang-Hee, 2008. "On the almost sure convergence for a linear process generated by negatively associated random variables in a Hilbert space," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2110-2115, October.
- Liang, Han-Ying & Fan, Guo-Liang, 2009. "Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 1-15, January.
- Yijun Zuo, 2015. "Bahadur representations for bootstrap quantiles," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(5), pages 597-610, July.
- Shi, Xiaoping & Wu, Yuehua & Miao, Baiqi, 2009. "Strong convergence rate of estimators of change point and its application," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 990-998, February.
- Yanchun Wu & Dawang Wang, 2010. "Almost Sure Convergence of Pair-wise NQD Random Sequence," Modern Applied Science, Canadian Center of Science and Education, vol. 4(12), pages 193-193, December.
- Huang, Wen-Tao & Xu, Bing, 2002. "Some maximal inequalities and complete convergences of negatively associated random sequences," Statistics & Probability Letters, Elsevier, vol. 57(2), pages 183-191, April.
- Liang, Han-Ying & Jing, Bing-Yi, 2005. "Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 227-245, August.
- Einmahl, J.H.J. & Rosalsky, A., 2004.
"General Weak Laws of Large Numbers for Bootstrap Sample Means,"
Other publications TiSEM
8ccbe78d-31bd-4641-b50b-c, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & Rosalsky, A., 2004. "General Weak Laws of Large Numbers for Bootstrap Sample Means," Discussion Paper 2004-112, Tilburg University, Center for Economic Research.
- Einmahl, J.H.J. & Rosalsky, A., 2005. "General weak laws of large numbers for Bootstrap sample means," Other publications TiSEM 8b68606c-7dc0-4d8e-9397-9, Tilburg University, School of Economics and Management.
- Vu T. N. Anh & Nguyen T. T. Hien & Le V. Thanh & Vo T. H. Van, 2021. "The Marcinkiewicz–Zygmund-Type Strong Law of Large Numbers with General Normalizing Sequences," Journal of Theoretical Probability, Springer, vol. 34(1), pages 331-348, March.
- Bing-Yi Jing & Han-Ying Liang, 2008. "Strong Limit Theorems for Weighted Sums of Negatively Associated Random Variables," Journal of Theoretical Probability, Springer, vol. 21(4), pages 890-909, December.
- Zhang, Li-Xin, 2001. "Strassen's law of the iterated logarithm for negatively associated random vectors," Stochastic Processes and their Applications, Elsevier, vol. 95(2), pages 311-328, October.
- Christofides, Tasos C. & Vaggelatou, Eutichia, 2004. "A connection between supermodular ordering and positive/negative association," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 138-151, January.
- Gu, Wentao & Roussas, George G. & Tran, Lanh T., 2007. "On the convergence rate of fixed design regression estimators for negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1214-1224, July.
- Aiting Shen & Yu Zhang & Benqiong Xiao & Andrei Volodin, 2017. "Moment inequalities for m-negatively associated random variables and their applications," Statistical Papers, Springer, vol. 58(3), pages 911-928, September.
- Zhang, Li-Xin, 2001. "The Weak Convergence for Functions of Negatively Associated Random Variables," Journal of Multivariate Analysis, Elsevier, vol. 78(2), pages 272-298, August.
- Mi-Hwa Ko & Tae-Sung Kim & Kwang-Hee Han, 2009. "A Note on the Almost Sure Convergence for Dependent Random Variables in a Hilbert Space," Journal of Theoretical Probability, Springer, vol. 22(2), pages 506-513, June.
- Zhang, Li-Xin & Wen, Jiwei, 2001. "A weak convergence for negatively associated fields," Statistics & Probability Letters, Elsevier, vol. 53(3), pages 259-267, June.
- Liang, Han-Ying, 2000. "Complete convergence for weighted sums of negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 48(4), pages 317-325, July.
More about this item
Keywords
Bootstrap Sample mean Strong law Ergodic theorem Non-i.d. random variables;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:27:y:1996:i:1:p:49-60. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.