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A survey of limit laws for bootstrapped sums

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  • Sándor Csörgő
  • Andrew Rosalsky

Abstract

Concentrating mainly on independent and identically distributed (i.i.d.) real-valued parent sequences, we give an overview of first-order limit theorems available for bootstrapped sample sums for Efron's bootstrap. As a light unifying theme, we expose by elementary means the relationship between corresponding conditional and unconditional bootstrap limit laws. Some open problems are also posed.

Suggested Citation

  • Sándor Csörgő & Andrew Rosalsky, 2003. "A survey of limit laws for bootstrapped sums," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2003, pages 1-27, January.
  • Handle: RePEc:hin:jijmms:825942
    DOI: 10.1155/S0161171203301437
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    Cited by:

    1. 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.

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