The University of Connecticut, 1997. — 115 p.
In these lectures we propose to study first order consistency of the bootstrap in the simple but important case of the mean, taken in a general sense (including e.g. the Kolmogorov–Smirnov statistic since the distribution function F(x) is the mean of the process IX≤x, x ∈ R). Chapter 1 will be devoted to the bootstrap of the mean in finite dimensions, and it will also include the bootstrap of U–statistics and of very general statistics when the bootstrap sample size is reduced. In Chapter 2 we will consider the bootstrap of empirical processes (the bootstrap of the mean in infinite dimensions).
the simple but important case of the mean, taken in a general sense (including e.g. the Kolmogorov–Smirnov statistic since the distribution function F(x) is the mean of the process IX≤x, x ∈ R). Chapter 1 will be devoted to the bootstrap of the mean in finite dimensions, and it will also include the bootstrap of U–statistics and of very general statistics when the bootstrap sample size is reduced. In Chapter 2 we will consider the bootstrap of empirical processes (the bootstrap of the mean in infinite dimensions).