# A note on conditional versus joint unconditional weak convergence in bootstrap consistency results

## TL;DR

This paper offers a more intuitive and practical formulation of bootstrap consistency for stochastic processes in bounded function spaces, addressing measurability issues and simplifying validation of bootstrap methods.

## Contribution

It provides an equivalent, more accessible formulation of bootstrap consistency based on unconditional weak convergence of the process and its replicates, overcoming measurability obstacles.

## Key findings

- Equivalent formulation of bootstrap consistency in bounded function spaces.
- Validation of bootstrap methods via joint convergence with replicates.
- Revisiting bootstrap confidence intervals with Monte Carlo approximation.

## Abstract

The consistency of a bootstrap or resampling scheme is classically validated by weak convergence of conditional laws. However, when working with stochastic processes in the space of bounded functions and their weak convergence in the Hoffmann-J{\o}rgensen sense, an obstacle occurs: due to possible non-measurability, neither laws nor conditional laws are well-defined. Starting from an equivalent formulation of weak convergence based on the bounded Lipschitz metric, a classical circumvent is to formulate bootstrap consistency in terms of the latter distance between what might be called a \emph{conditional law} of the (non-measurable) bootstrap process and the law of the limiting process. The main contribution of this note is to provide an equivalent formulation of bootstrap consistency in the space of bounded functions which is more intuitive and easy to work with. Essentially, the equivalent formulation consists of (unconditional) weak convergence of the original process jointly with two bootstrap replicates. As a by-product, we provide two equivalent formulations of bootstrap consistency for statistics taking values in separable metric spaces: the first in terms of (unconditional) weak convergence of the statistic jointly with its bootstrap replicates, the second in terms of convergence in probability of the empirical distribution function of the bootstrap replicates. Finally, the asymptotic validity of bootstrap-based confidence intervals and tests is briefly revisited, with particular emphasis on the, in practice unavoidable, Monte Carlo approximation of conditional quantiles.