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Strong law for the bootstrap
Authors:K.B. Athreya
Affiliation:Department of Mathematics and Statistics, Iowa State University, Ames, IA 50011, U.S.A.
Abstract:Let X1, X2, X3, … be i.i.d. r.v. with E|X1| < ∞, E X1 = μ. Given a realization X = (X1,X2,…) and integers n and m, construct Yn,i, i = 1, 2, …, m as i.i.d. r.v. with conditional distribution P1(Yn,i = Xj) = 1n for 1 ? j ? n. (P1 denotes conditional distribution given X). Conditions relating the growth rate of m with n and the moments of X1 are given to ensure the almost sure convergence of (1mmi=1 Yn,i toμ. This equation is of some relevance in the theory of Bootstrap as developed by Efron (1979) and Bickel and Freedman (1981).
Keywords:Bootstrap  strong law  62E20  62G05
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