On the unconditional strong law of large numbers for the bootstrap mean

Eusebio Arenal-Gutiérrez, Carlos Matrán and Juan A. Cuesta-Albertos

Statistics & Probability Letters, 1996, vol. 27, issue 1, 49-60

Abstract: We first analyze some results by Athreya (1983) and Csörgo (1992). Then, by taking into account the different rates of convergence of the resampling size, we give new, simple proofs of those results. We provide examples that show that the sizes of resampling required by our results to ensure a.s. convergence are not far from being optimal.

Keywords: Bootstrap; Sample; mean; Strong; law; Ergodic; theorem; Non-i.d.; random; variables (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (3)

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