Importance sampling for simulations of moderate deviation probabilities of statistics

DOI10.1524/stnd.2007.0904zbMath1263.62012OpenAlexW2244194438MaRDI QIDQ3519372

Mikhail Sergeevich Ermakov

Publication date: 14 August 2008

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/stnd.2007.0904

zbMATH Keywords

influence functionsM-statistics

Mathematics Subject Classification ID

Related Items (4)

Asymptotically efficient importance sampling for bootstrap ⋮ Large deviation principle for moderate deviation probabilities of bootstrap empirical measures ⋮ The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities ⋮ On probabilities of moderate deviations of empirical measures for contiguous distributions

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