How to cite item

The $m(n)$ out of $k(n)$ bootstrap for partial sums of St. Petersburg type games

   
@article{ECP2772,
	author = {Eustasio del Barrio and Arnold Janssen and Markus Pauly},
	title = {The $m(n)$ out of $k(n)$ bootstrap for partial sums of St. Petersburg type games},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {18},
	year = {2013},
	keywords = {Bootstrap, infinitely divisible distributions, L\{\'e\}vy process, \$m(n)\$ out of \$k(n)\$ resampling, stable and semi-stable laws, St. Petersburg game},
	abstract = {This paper illustrates that the bootstrap of a partial sum given by i.i.d. copies of a random variable $X_1$ has to be dealt with care in general. It turns out that in various cases a whole spectrum of different limit laws of the $m(n)$ out of $k(n)$ bootstrap can be obtained for different choices of $m(n)/k(n) -> 0$ whenever $X_1$ does not lie in the domain of attraction of a stable law. As a concrete example we study bootstrap limit laws for the cumulated gain sequence of repeated St. Petersburg games. It is shown that here a continuum of different semi-stable bootstrap limit laws occurs. 
},
	pages = {no. 91, 1-10},
	issn = {1083-589X},
	doi = {10.1214/ECP.v18-2772},    
        url = {http://ecp.ejpecp.org/article/view/2772}}