General weak laws of large numbers for bootstrap sample means

John Einmahl and A. Rosalsky
Additional contact information
A. Rosalsky: Tilburg University, Center for Economic Research

No 112, Discussion Paper from Tilburg University, Center for Economic Research

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.

JEL-codes: C15 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-ifn
Date: 2004
View list of references

Downloads: (external link)
http://arno.uvt.nl/show.cgi?fid=12160 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:dgr:kubcen:2004112

Access Statistics for this paper

More papers in Discussion Paper from Tilburg University, Center for Economic Research
Series data maintained by Corry Stuyts ().