Large deviation principle for moderate deviation probabilities of bootstrap empirical measures
From MaRDI portal
Publication:906009
DOI10.1007/s10958-014-2189-0zbMath1359.60040OpenAlexW2022860499MaRDI QIDQ906009
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Delta method in large deviations and moderate deviations for estimators
- On the probability of large deviations in Banach spaces
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function
- Bootstrap of deviation probabilities with applications
- Moderate and Cramér-type large deviation theorems for M-estimators
- Large deviation theorems for empirical probability measures
- Large and moderate deviations for \(L\)-statistics
- Strong moderate deviation theorems
- Bootstrap methods: another look at the jackknife
- Bootstrap relative errors and sub-exponential distributions
- An extension of Sanov's theorem: Application to the Gibbs conditioning principle
- Large deviations of \(U\)-empirical measures in strong topologies and applications
- Weak convergence and empirical processes. With applications to statistics
- Large deviations for M-estimators
- A large deviation principle for bootstrapped sample means
- Approximation Theorems of Mathematical Statistics
- Importance sampling for simulations of moderate deviation probabilities of statistics
- Asymptotic evaluation of certain Markov process expectations for large time—III
- On large deviations of empirical measures in the τ-topology
This page was built for publication: Large deviation principle for moderate deviation probabilities of bootstrap empirical measures