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Resampling student'st-type statistics
Authors:Arnold Janssen
Institution:1. Mathematisches Institut, Universit?t Düsseldorf, Universit?tsstr. 1, D-40225, Düsseldorf, Germany
Abstract:The present paper establishes conditional and unconditional central limit theorems for various resampling procedures for thet-statistic. The results work under fairly general conditions and the underlying random variables need not to be independent. Specific examples are then them(n) (double) bootstrap out ofk(n) observations, the Bayesian bootstrap and two-samplet-type permutation statistics. In case whenm(n)/k(n) is bounded away from zero and infinity necessary and sufficient conditions for the conditional central limit law of the bootstrapt-statistics are established. For high resampling intensity whenm(n)/k(n) tends to infinity the following general result is obtained. Without further other assumptions the bootstrap makes the resampledt-statistic automatically normal. The results are based on a general conditional limit theorem for weighted resampling statistics which is of own interest.
Keywords:Student'st-statistic  Welch statistic  two-sample permutation statistic  weighted bootstrap  double bootstrap  Bayesian bootstrap  central limit theorem  conditional central limit theorem
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