The Weighted Bootstrap Mean for Heavy-Tailed Distributions

E. del Barrio () and C. Matrán
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E. del Barrio: Universidad de Valladolid
C. Matrán: Universidad de Valladolid

Journal of Theoretical Probability, 2000, vol. 13, issue 2, 547-569

Abstract: Abstract We study the performance of the weighted bootstrap of the mean of i.i.d. random variables, X 1, X 2,..., in the domain of attraction of an α-stable law, 1

Keywords: weighted bootstrap; heavy tailed distributions; α-stable law; domain of attraction; resampling intensity; regular variation; Wasserstein distance (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (1)

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DOI: 10.1023/A:1007885222438

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