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Volumn 48, Issue 3, 1996, Pages 403-421

On bootstrap estimation of the distribution of the studentized mean

Author keywords

Bootstrap; Central limit theorem; Consistency; Domain of attraction; Domain of partial attraction; Heavy tail; Percentile t method; Self normalization; Stable law; Studentization

Indexed keywords


EID: 0013252196     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00050845     Document Type: Article
Times cited : (19)

References (16)
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    • Arcones, M.A.1    Giné, E.2
  • 2
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    • Additions and corrections to the bootstrap of the mean with arbitrary sample size
    • Arcones, M. A. and Giné, E. (1991). Additions and corrections to the bootstrap of the mean with arbitrary sample size, Ann. Inst. Henri Poincaré Ser. B, 27, 583-595.
    • (1991) Ann. Inst. Henri Poincaré Ser. B , vol.27 , pp. 583-595
    • Arcones, M.A.1    Giné, E.2
  • 3
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    • Bootstrap of the mean in the infinite variance case
    • Athreya, K. B. (1987). Bootstrap of the mean in the infinite variance case, Ann. Statist., 15, 724-731.
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    • Athreya, K.B.1
  • 5
    • 0000631354 scopus 로고
    • Necessary conditions for the bootstrap of the mean
    • Giné, E. and Zinn, J. (1989). Necessary conditions for the bootstrap of the mean, Ann. Statist., 17, 684-691.
    • (1989) Ann. Statist. , vol.17 , pp. 684-691
    • Giné, E.1    Zinn, J.2
  • 6
    • 0000753232 scopus 로고
    • Asymptotic properties of the bootstrap for heavy-tailed distributions
    • Hall, P. (1990a). Asymptotic properties of the bootstrap for heavy-tailed distributions, Ann. Probab., 18, 1342-1360.
    • (1990) Ann. Probab. , vol.18 , pp. 1342-1360
    • Hall, P.1
  • 7
    • 0000831975 scopus 로고
    • Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
    • Hall, P. (1990b). Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems, J. Multivariate Anal., 32, 177-203.
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    • Hall, P.1
  • 9
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    • On the bootstrap of the sample mean in the infinite variance case
    • Knight, K. (1989). On the bootstrap of the sample mean in the infinite variance case, Ann. Statist., 17, 1168-1175.
    • (1989) Ann. Statist. , vol.17 , pp. 1168-1175
    • Knight, K.1
  • 10
    • 0000060427 scopus 로고
    • Empirical likelihood ratio confidence intervals for a single functional
    • Owen, A. B. (1988). Empirical likelihood ratio confidence intervals for a single functional, Biometrika, 75, 237-249.
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    • Owen, A.B.1
  • 11
    • 0002552463 scopus 로고
    • Empirical likelihood confidence regions
    • Owen, A. B. (1990). Empirical likelihood confidence regions, Ann. Statist., 18, 90-120.
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  • 13
    • 21844512391 scopus 로고
    • Large sample confidence regions based on subsamples under minimal assumptions
    • Politis, D. N. and Romano, J. P. (1994). Large sample confidence regions based on subsamples under minimal assumptions, Ann. Statist., 22, 2031-2050.
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    • Politis, D.N.1    Romano, J.P.2
  • 15
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    • A note on proving that the (modified) bootstrap works
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    • Swanepoel, J.W.H.1
  • 16
    • 0001643811 scopus 로고
    • On the asymptotic properties of the jackknife histogram
    • Wu, C. F. J. (1990). On the asymptotic properties of the jackknife histogram, Ann. Statist., 18, 1438-1452.
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    • Wu, C.F.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.