Bootstrap of deviation probabilities with applications

DOI10.1016/j.jmva.2010.06.004zbMath1203.62031OpenAlexW2068564919MaRDI QIDQ990896

Ratan Dasgupta

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.06.004

zbMATH Keywords

bootstraplarge deviationsPitman efficiencyBayes risk efficiency

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Bootstrap, jackknife and other resampling methods (62F40) Large deviations (60F10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (4)

A direct bootstrapping technique and its application to a novel goodness of fit test ⋮ Large deviation principle for moderate deviation probabilities of bootstrap empirical measures ⋮ Bayesian efficiency ⋮ Cramér's type results for some bootstrapped \(U\)-statistics

Cites Work

• On the asymptotic accuracy of Efron's bootstrap
• Bootstrap methods: another look at the jackknife
• Limit Theorems for Sums of Independent Variables Taking into Account Large Deviations. I
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• The bootstrap and Edgeworth expansion
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