Eustasio del Barrio Tellado , Arnold Janssen, Carlos Matrán Bea
In this work, we give a complete picture of the behavior of the low intensity bootstrap of linear statistics. Our setup is given by triangular arrays of independent identically distributed random variables and different normalizations related to the rates of bootstrap intensities. We show that the behavior of this low intensity bootstrap coincides with that of partial sums of a number of summands equal to the bootstrap resampling size. Agreement on the limit laws for different (small) bootstrap sizes is thus shown to be closely related to domains of attraction of α-stable laws. As a byproduct, we obtain local distributional properties of Lévy processes.
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