A Weighted Bootstrap Procedure for Divergence Minimization Problems

DOI10.1007/978-3-319-51313-3_1MaRDI QIDQ5283077zbMATH OpenOpenAlexFDO

Authors M. Broniatowski

Publication date 18 July 2017

Published in Analytical Methods in Statistics (Search for Journal in Brave)

Full work available at URL https://hal.sorbonne-universite.fr/hal-01376569/file/pdf.pdf

zbMATH Keywords

bootstrapoptimizationMonte Carlolarge deviationdivergenceweighted empirical measureconditional Sanov theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40) Large deviations (60F10)

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Cited in

(2)

• Generalized bootstrap for estimators of minimizers of convex functions
• Sup-sums principles for \(F\)-divergence and a new definition for \(t\)-entropy

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