General weak laws of large numbers for bootstrap sample means

被引：2

作者：

Einmahl, JHJ

Rosalsky, A

机构：

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

[2] Tilburg Univ, Dept Econometr & OR, NL-5000 LE Tilburg, Netherlands

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2005年 / 23卷 / 04期

关键词：

almost sure convergence; bootstrap sample mean; convergence in probability; weak law of large numbers;

D O I：

10.1081/SAP-200064490

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

For bootstrap sample means resulting from a sequence {X-n, n >= 1} of random variables, very general weak laws of large numbers are established. The random variables {X-n, n >= 1} do not need to be independent or identically distributed or be of any particular dependence structure. In general, no moment conditions are imposed on the {X-n, n >= 1}. Examples are provided that illustrate the sharpness of the main results.

引用

页码：853 / 869

页数：17