Bootstrap, wild bootstrap, and asymptotic normality
Summary We show for an i.i.d. sample that bootstrap estimates consistently the distribution of a linear statistic if and only if the normal approximation with estimated variance works. An asymptotic approach is used where everything may depend onn. The result is extended to the case of independent,...
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| Main Author: | |
|---|---|
| Format: | Article (Journal) |
| Language: | English |
| Published: |
1992
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| In: |
Probability theory and related fields
Year: 1992, Volume: 93, Issue: 4, Pages: 439-455$t |
| ISSN: | 1432-2064 |
| DOI: | 10.1007/BF01192716 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1007/BF01192716 Verlag, Volltext: https://link.springer.com/article/10.1007/BF01192716 Verlag, Volltext: https://link.springer.com/content/pdf/10.1007%2FBF01192716.pdf 
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| Author Notes: | Enno Mammen |
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