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JOURNALS // Lobachevskii Journal of Mathematics // Archive

Lobachevskii J. Math., 2005 Volume 18, Pages 3–20 (Mi ljm62)

On the asymptotic probability for the deviations of dependent bootstrap means from the sample mean

S. E. Ahmeda, D. Lib, A. Rosalskyc, A. I. Volodind

a University of Windsor
b Lakehead University
c University of Florida
d University of Regina

Abstract: In this paper, the asymptotic probability for the deviations of dependent bootstrap means from the sample mean is obtained without imposing any conditions on the joint distributions associated with the original sequence of random variables from which the dependent bootstrap sample is selected. The mild condition of stochastic domination by a random variable is imposed on the marginal distributions of the random variables in this sequence.

Keywords: dependent bootstrap, bootstrap means, asymptotic probability for deviations, exponential inequalities, strong law of large numbers, stochastic domination.

Submitted by: F. G. Avkhadiev
Received: 05.05.2005

Language: English



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