General Weak Laws of Large Numbers for Bootstrap Sample Means
CentER Discussion Paper Series No. 2004-112
18 Pages Posted: 4 Jan 2005
Date Written: October 2004
Abstract
For bootstrap sample means resulting from a sequence fXn; n 1g of random variables, very general weak laws of large numbers are established.The random variables fXn; n 1g do not need to be independent or identically distributed or to be of any particular dependence structure.In general, no moment conditions are imposed on the fXn; n 1g: Examples are provided which illustrate the sharpness of the main results.
Keywords: bootstrap sample mean, weak law of large numbers, convergence in probability, almost certain convergence
JEL Classification: C15
Suggested Citation: Suggested Citation
Einmahl, John H. J. and Rosalsky, Andrew, General Weak Laws of Large Numbers for Bootstrap Sample Means (October 2004). CentER Discussion Paper Series No. 2004-112, Available at SSRN: https://ssrn.com/abstract=639485 or http://dx.doi.org/10.2139/ssrn.639485
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