EXCHANGEABLY WEIGHTED BOOTSTRAPS OF THE GENERAL EMPIRICAL PROCESS

We consider an exchangeably weighted bootstrap of the general function-indexed empirical process. We find sufficient conditions on the bootstrap weights for the central limit theorem to hold for the bootstrapped empirical process, almost surely and in probability. The results resemble those of Gine and Zinn for Efron's bootstrap. As a corollary we obtain a result on the almost sure convergence in distribution of the Efron-bootstrapped empirical process with arbitrary sample size. A large number of bootstrap resampling schemes emerge as special cases of our results.