ON BOOTSTRAP ESTIMATION OF THE DISTRIBUTION OF THE STUDENTIZED MEAN

Authors
HALL P LEPAGE R
Citation
P. Hall et R. Lepage, ON BOOTSTRAP ESTIMATION OF THE DISTRIBUTION OF THE STUDENTIZED MEAN, Annals of the Institute of Statistical Mathematics, 48(3), 1996, pp. 403-421
Citations number
16
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
Journal title
Annals of the Institute of Statistical Mathematics → ACNP
ISSN journal
00203157
Volume
48
Issue
3
Year of publication
1996
Pages
403 - 421
Database
ISI
SICI code
0020-3157(1996)48:3<403:OBEOTD>2.0.ZU;2-V
Abstract
It is shown that bootstrap methods for estimating the distribution of the Studentized mean produce consistent estimators in quite general co ntexts, demanding not a lot more than existence of finite mean. In par ticular, neither the sample mean (suitably normalized) nor the Student ized mean need converge in distribution. It is unnecessary to assume t hat the sampling distribution is in the domain of attraction of any li mit law.