Aniq fanlar

Consistency of wild bootstrap for random variables with values in L p [0;1]

wild bootstrap, L p -space, bootstrap consistency, central limit theorem, triangular arrays.

Authors

  • Anastasiya Gafurova National University of Uzbekistan named after M.Ulugbek, Tashkent, Uzbekistan, Uzbekistan
  • Olimjon Sharipov National University of Uzbekistan named after M.Ulugbek, Tashkent, Uzbekistan, Uzbekistan

This paper investigates the consistency of the wild bootstrap for independent identi-
cally distributed random elements in the separable Banach space L p [0;1], p > 2. It is shown that,
conditionally on the original sample, the normalized bootstrap mean converges weakly in probability
to the same limiting distribution as the normalized sample mean. The proof is based on a central
limit theorem for triangular arrays of random elements in L p [0;1].