Asymptotic Probability for the Deviations of Dependent Bootstrap Means from the Sample Mean
Abstract.
In this talk, the asymptotic probability for the deviations of dependent
bootstrap means from the sample mean is obtained, without imposing any
assumptions on joint distribution of the original sequence of random variables
from which the dependent bootstrap sample is selected. A nonrestrictive
assumption of stochastic domination by a random variable is imposed on the
marginal distributions of this sequence.
Tea Time: 10:15am R707
2010-10-05 10:45 ~ 2010-10-05 11:45
Prof. Andrei Volodin (University of Western Australia)