Bootstrap relative errors and sub-exponential distributions

DOI10.2307/3318757MaRDI QIDQ1591603zbMATH OpenOpenAlexFDO

Authors Andrew T. A. Wood

Publication date 9 April 2001

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1081282690

zbMATH Keywords

moderate deviationsEdgeworth expansionstail probabilitiespercentile method

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Asymptotic distribution theory in statistics (62E20)

Recommendations

• scientific article; zbMATH DE number 1203744
• scientific article; zbMATH DE number 4096579
• scientific article; zbMATH DE number 854584
• Rate of convergence in bootstrap approximations
• Bootstrap of the mean in the infinite variance case

Cited in

(6)

• Bootstrap diagnostics and remedies
• Link of moments before and after transformations, with an application to resampling from fat-tailed distributions
• Self-normalized Cramér-type large deviations for independent random variables.
• Large deviation principle for moderate deviation probabilities of bootstrap empirical measures
• Relative errors for bootstrap approximations of the serial correlation coefficient
• Large deviations of bootstrapped U-statistics

This page was built for publication: Bootstrap relative errors and sub-exponential distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1591603)