Abstract
We develop a new technique to prove the conditional CLT for the weighted bootstrap mean. Through 0-1 laws, we show that this conditional CLT can be derived from an unconditional one which easily arises (conditioning with respect to the weights) from the standard Lindeberg CLT.
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APA
Arenal-Gutiérrez, E., & Matrán, C. (1996). A zero-one law approach to the central limit theorem for the weighted bootstrap mean. Annals of Probability, 24(1), 532–540. https://doi.org/10.1214/aop/1042644731
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