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September, 1989 On the Bootstrap of the Sample Mean in the Infinite Variance Case
Keith Knight
Ann. Statist. 17(3): 1168-1175 (September, 1989). DOI: 10.1214/aos/1176347262

Abstract

Athreya showed that the bootstrap distribution of a sum of infinite variance random variables did not (with probability 1) tend weakly to a fixed distribution but instead tended in distribution to a random distribution. In this paper, we give a different proof of Athreya's result motivated by a heuristic large sample representation of the bootstrap distribution.

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Keith Knight. "On the Bootstrap of the Sample Mean in the Infinite Variance Case." Ann. Statist. 17 (3) 1168 - 1175, September, 1989. https://doi.org/10.1214/aos/1176347262

Information

Published: September, 1989
First available in Project Euclid: 12 April 2007

zbMATH: 0687.62017
MathSciNet: MR1015144
Digital Object Identifier: 10.1214/aos/1176347262

Subjects:
Primary: 62E20
Secondary: 60B05, 60G57

Rights: Copyright © 1989 Institute of Mathematical Statistics

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Vol.17 • No. 3 • September, 1989
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