A large deviation principle for bootstrapped sample means

DOI10.1090/S0002-9939-01-06368-7MaRDI QIDQ2782646zbMATH OpenFDO

Authors Andrew Rosalsky, Deli Li, Dhaifalla K. Al-Mutairi

Publication date 8 April 2002

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0002-9939-01-06368-7

zbMATH Keywords

Banach space valued random variablesbootstrapped sample meanslarge deviation principle

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Large deviations (60F10) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Large deviation principle for moderate deviation probabilities of bootstrap empirical measures
• Large deviations for bootstrapped empirical measures
• On the law of large numbers for the bootstrap mean
• Large and moderate deviation principles for the bootstrap sample quantile
• Asymptotic probability for the bootstrapped means deviations from the sample mean
• Large deviations of bootstrapped U-statistics
• General Weak Laws of Large Numbers for Bootstrap Sample Means

Cites work

• A Limit Law Concerning Moving Averages
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Almost sure convergence of bootstrapped means and \(U\)-statistics
• Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Bootstrap methods: another look at the jackknife
• Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums
• scientific article; zbMATH DE number 3837042 (Why is no real title available?)
• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
• Laplace's method for Gaussian integrals with an application to statistical mechanics
• Large deviations of the sample mean in general vector spaces
• Laws of large numbers for bootstrapped U-statistics
• Necessary conditions for the bootstrap of the mean
• On a new law of large numbers
• On the asymptotic accuracy of Efron's bootstrap
• On the law of large numbers for the bootstrap mean
• On the probability of large deviations in Banach spaces
• On the relative performance of bootstrap and Edgeworth approximations of a distribution function
• On the unconditional strong law of large numbers for the bootstrap mean
• Some asymptotic theory for the bootstrap
• Strong law for the bootstrap
• Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap

Cited in

(12)

• Large and moderate deviation principles for the bootstrap sample quantile
• Cramér's type results for some bootstrapped \(U\)-statistics
• Asymptotic probability for the bootstrapped means deviations from the sample mean
• A central limit theorem for bootstrap sample sums from non-i.i.d. models
• scientific article; zbMATH DE number 16139 (Why is no real title available?)
• scientific article; zbMATH DE number 1076323 (Why is no real title available?)
• Large deviations for bootstrapped empirical measures
• General Weak Laws of Large Numbers for Bootstrap Sample Means
• Some results on probabilities of moderate deviations
• Cramér moderate deviation and sharp large deviation for bootstrap sample quantiles
• Large deviation principle for moderate deviation probabilities of bootstrap empirical measures
• Bootstrap of deviation probabilities with applications

This page was built for publication: A large deviation principle for bootstrapped sample means

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2782646)