We develop analytical approximations to bootstrap distribution functions of statistics that are smooth functions of vector means. In particular, our technique is applicable in the case of bootstrap ...

This is a preview. Log in through your library . Abstract It is well-know that for heavy-tailed distributions the bootstrap can lead to inconsistent estimation of the distribution of the sample mean; ...

Estimating the likelihood of catastrophic events, and particularly terrorist attacks, is extremely important. But in general, these catastrophes are outliers in whatever situation we are looking at.