Bahadur representations for uniform resampling and importance resampling, with applications to asymptotic relative efficiency

DOI10.1214/AOS/1176348138MaRDI QIDQ2277705zbMATH OpenOpenAlexFDO

Authors Peter Hall

Publication date 1991

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348138

zbMATH Keywords

Bahadur-type representationsexact convergence ratesimportance resamplingnonparametric bootstrap resamplingquantile estimatesrelative efficiencystrong approximationuniform resampling

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Balanced importance resampling for the bootstrap
• Two-sample importance resampling for the bootstrap
• Bahadur representations for bootstrap quantiles
• Importance Sampling for Bootstrap Confidence Intervals
• Bootstrap quantile estimation via importance resampling

Cited in

(8)

• Performance of balanced bootstrap resampling in distribution function and quantile problems
• Bahadur representations for bootstrap quantiles
• Balanced importance resampling for the bootstrap
• Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk
• Random weighting estimation of sampling distributions via importance resampling
• Weak and strong representations for quantile processes from finite populations with application to simulation size in resampling inference
• Efficient bootstrap methods: A review
• A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables

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