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General weak laws of large numbers for bootstrap sample means

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Author Info
Einmahl, J.H.J.
Rosalsky, A. (Tilburg University, Center for Economic Research)

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Abstract

For bootstrap sample means resulting from a sequence fXn; n 8 1g of random variables, very general weak laws of large numbers are established. The random variables fXn; n 8 1g do not need to be independent or identically distributed or to be of any particular dependence structure. In general, no moment conditions are imposed on the fXn; n 8 1g: Examples are provided which illustrate the sharpness of the main results.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 112.

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Date of creation: 2004
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Handle: RePEc:dgr:kubcen:2004112

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C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods

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  1. Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A., 1996. "Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap," Statistics & Probability Letters, Elsevier, vol. 26(4), pages 365-375, March. [Downloadable!] (restricted)
  2. Csörgo, Sándor, 2003. "Rates in the complete convergence of bootstrap means," Statistics & Probability Letters, Elsevier, vol. 64(4), pages 359-368, October. [Downloadable!] (restricted)
  3. Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A., 1996. "On the unconditional strong law of large numbers for the bootstrap mean," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 49-60, March. [Downloadable!] (restricted)
  4. Athreya, K. B., 1983. "Strong law for the bootstrap," Statistics & Probability Letters, Elsevier, vol. 1(3), pages 147-150, March. [Downloadable!] (restricted)
  5. Csörgo, Sándor, 1992. "On the law of large numbers for the bootstrap mean," Statistics & Probability Letters, Elsevier, vol. 14(1), pages 1-7, May. [Downloadable!] (restricted)
  6. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July. [Downloadable!] (restricted)
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