Almost sure lim sup behavior of bootstrapped means with applications to pairwise i.i.d. sequences and stationary ergodic sequences

被引：8

作者：

Ahmed, SE

Li, DL

Rosalsky, A

Volodin, AI

机构：

[1] Univ Florida, Dept Stat, Gainesville, FL 32611 USA

[2] Lakehead Univ, Dept Math & Stat, Thunder Bay, ON P7B 5E1, Canada

[3] Univ Regina, Dept Math & Stat, Regina, SK S4S 0A2, Canada

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2001年 / 98卷 / 1-2期

关键词：

bootstrapped means; law of the iterated logarithm; pairwise i.i.d. sequences; stationary ergodic sequences; strong law of large numbers;

D O I：

10.1016/S0378-3758(00)00322-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For a sequence of random variables {X; n greater than or equal to1}, the exact convergence rate (i.e., an iterated logarithm-type result) is obtained for bootstrapped means. No assumptions are made concerning either the marginal or joint distributions of the random variables {X(n)greater than or equal to1}. As special cases, new results follow for pairwise i.i.d. sequences and stationary ergodic sequences. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：1 / 14

页数：14

共 16 条

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