Large deviation principle for moderate deviation probabilities of bootstrap empirical measures

DOI10.1007/S10958-014-2189-0MaRDI QIDQ906009zbMATH OpenOpenAlexFDO

Authors Mikhail Sergeevich Ermakov

Publication date 28 January 2016

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-014-2189-0

zbMATH Keywords

large deviation principlesempirical probability measureempirical bootstrap copula function

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Large deviations (60F10)

Recommendations

• scientific article; zbMATH DE number 1076323
• scientific article; zbMATH DE number 2034516
• Large deviations for bootstrapped empirical measures
• A large deviation principle for bootstrapped sample means
• Large deviations for L-statistics

Cites work

• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 3698096 (Why is no real title available?)
• scientific article; zbMATH DE number 44252 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 1054339 (Why is no real title available?)
• scientific article; zbMATH DE number 1076323 (Why is no real title available?)
• scientific article; zbMATH DE number 2034516 (Why is no real title available?)
• A large deviation principle for bootstrapped sample means
• An extension of Sanov's theorem: Application to the Gibbs conditioning principle
• Approximation Theorems of Mathematical Statistics
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Bootstrap methods: another look at the jackknife
• Bootstrap of deviation probabilities with applications
• Bootstrap relative errors and sub-exponential distributions
• Delta method in large deviations and moderate deviations for estimators
• Importance sampling for simulations of moderate deviation probabilities of statistics
• Large and moderate deviations for \(L\)-statistics
• Large deviation theorems for empirical probability measures
• Large deviations for M-estimators
• Large deviations of U-empirical measures in strong topologies and applications
• Moderate and Cramér-type large deviation theorems for M-estimators
• On large deviations of empirical measures in the τ-topology
• On the probability of large deviations in Banach spaces
• On the relative performance of bootstrap and Edgeworth approximations of a distribution function
• Strong moderate deviation theorems
• Weak convergence and empirical processes. With applications to statistics

Cited in

(6)

• A large deviation principle for bootstrapped sample means
• Bootstrap of deviation probabilities with applications
• Moderate deviations of L₁-error of empirical measures on partitions
• Large deviations for bootstrapped empirical measures
• Large and moderate deviation principles for the bootstrap sample quantile
• A moderate deviation principle for empirical bootstrap measure

This page was built for publication: Large deviation principle for moderate deviation probabilities of bootstrap empirical measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q906009)