On bootstrap estimation of the distribution of the studentized mean
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DOI: 10.1007/BF00050845
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- Hall, Peter, 1990. "Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems," Journal of Multivariate Analysis, Elsevier, vol. 32(2), pages 177-203, February.
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- Peng, Liang, 2001. "Estimating the mean of a heavy tailed distribution," Statistics & Probability Letters, Elsevier, vol. 52(3), pages 255-264, April.
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Keywords
Bootstrap; central limit theorem; consistency; domain of attraction; domain of partial attraction; heavy tail; percentile-t method; self-normalization; Stable law; Studentization;All these keywords.
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