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

DOI10.1214/AOS/1176348138zbMATH Open0725.62038OpenAlexW2046530586MaRDI QIDQ2277705FDOQ2277705

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

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zbMATH Keywords

strong approximationrelative efficiencyimportance resamplingBahadur-type representationsexact convergence ratesquantile estimatesnonparametric bootstrap resamplinguniform resampling

Mathematics Subject Classification ID

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

Cited In (7)

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

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