ASYMPTOTICS OF BOOTSTRAPPING MEAN ON SOME SMOOTHED EMPIRICAL DISTRIBUTION

Articles in the same Issue

1. Contents
2. A CLASS OF MINIMUM - DISTANCE ESTIMATORS FOR DIFFUSION PROCESSES WITH ERGODIC PROPERTIES
3. EFFICIENT ESTIMATION OF THE SHAPE PARAMETER IN PARETO MODELS WITH PARTIALLY KNOWN SCALE
4. ASYMPTOTIC APPROXIMATION OF BAYES RISK OF ESTIMATORS OF RELIABILITY FOR EXPONENTIALLY DISTRIBUTED DATA
5. BEST Ø-APPROXIMANTS FOR BOUNDED LOSS FUNCTIONS
6. EMPIRICAL BAYES ESTIMATION FOR THE CONTINUOUS ONE-PARAMETER EXPONENTIAL FAMILY WITH ERRORS IN VARIABLES
7. ON THE RATE OF INFORMATION GAIN IN EXPERIMENTS WITH A FINITE PARAMETER SET
8. A Note on Bootstrapping the Local Time of the Empirical Process
9. ASYMPTOTICS OF BOOTSTRAPPING MEAN ON SOME SMOOTHED EMPIRICAL DISTRIBUTION
10. Book reviews
11. INSTRUCTIONS TO AUTHORS