Asymptotic Properties of the Bootstrap for Heavy-Tailed Distributions
Work
Year: 1990
Type: article
Abstract: We establish necessary and sufficient conditions for convergence of the distribution function of a bootstrapped mean, suitably normalized. It turns out that for convergence to occur, the sampling dist... more
Source: The Annals of Probability
Author Peter Hall
Cites:
Cited by: 76
Related to: 10
FWCI: 2.487
Citation percentile (by year/subfield): 94.58
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze