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Original Articles

Consistency of Dependent Bootstrap Estimators

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Pages 359-382 | Published online: 14 Aug 2013
 

Abstract

Consistency of dependent bootstrap estimators is established in this paper. The major tool will be the concept of negative dependence which results from resampling without replacement from an enriched set of sample observations. In particular, strong limit theorems for arrays of rowwise negatively dependent random variables are obtained and used to obtain the consistency for the dependent bootstrap mean, variance and empirical distribution function.

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