Necessary and sufficient conditions for the multivariate bootstrap of the mean

Steven J. Sepanski

Statistics & Probability Letters, 1994, vol. 19, issue 3, 205-216

Abstract: We give necessary and sufficient conditions for the bootstrap central limit theorem (CLT) for valued random vectors to hold both almost surely and in probability. We allow the bootstrap sample mean to be normalized using affine transformations. We show that for the bootstrap CLT to hold almost surely, it is necessary and sufficient that E || X ||2

Keywords: Bootstrap; central; limit; theorem; affine; normalization; generalized; domain; of; attraction; domain; of; attraction (search for similar items in EconPapers)
Date: 1994
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