Abstract
It is shown that bootstrap methods for estimating the distribution of the Studentized mean produce consistent estimators in quite general contexts, demanding not a lot more than existence of finite mean. In particular, neither the sample mean (suitably normalized) nor the Studentized mean need converge in distribution. It is unnecessary to assume that the sampling distribution is in the domain of attraction of any limit law.
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Hall, P., LePage, R. On bootstrap estimation of the distribution of the studentized mean. Ann Inst Stat Math 48, 403–421 (1996). https://doi.org/10.1007/BF00050845
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DOI: https://doi.org/10.1007/BF00050845