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
收藏
页码：853 / 869
页数：17
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