Bootstrap of deviation probabilities with applications

DOI10.1016/J.JMVA.2010.06.004MaRDI QIDQ990896zbMATH OpenOpenAlexFDO

Authors 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

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

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• Approximation for bootstrapped empirical processes

Cites work

• scientific article; zbMATH DE number 4153587 (Why is no real title available?)
• scientific article; zbMATH DE number 3305569 (Why is no real title available?)
• scientific article; zbMATH DE number 3029212 (Why is no real title available?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Bootstrap methods: another look at the jackknife
• Limit Theorems for Sums of Independent Variables Taking into Account Large Deviations. I
• On the asymptotic accuracy of Efron's bootstrap
• The bootstrap and Edgeworth expansion

Cited in

(9)

• Bayesian efficiency
• Large deviations for bootstrapped empirical measures
• A direct bootstrapping technique and its application to a novel goodness of fit test
• scientific article; zbMATH DE number 7703230 (Why is no real title available?)
• Large deviation principle for moderate deviation probabilities of bootstrap empirical measures
• Cramér's type results for some bootstrapped \(U\)-statistics
• Bootstraps of sums of independent but not identically distributed stochastic processes
• Some applications of the Mallows metric to the bootstrap
• Asymptotic probability for the bootstrapped means deviations from the sample mean

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