Bootstrap Procedures under some Non-I.I.D. Models

Abstract

It is shown in this article that the classical i.i.d. bootstrap remains a valid procedure for estimating the sampling distributions of certain symmetric estimators of location, as long as the random observations are independently drawn from distributions with (essentially) a common location. This may be viewed as a robust property of the classical i.i.d. bootstrap. Also included is a study of the second order properties of a different bootstrap procedure proposed by Wu in the context of heteroscedasticity in regression.