Bootstrap of deviation probabilities with applications

DOI10.1016/j.jmva.2010.06.004zbMath1203.62031MaRDI 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

bootstrap; large deviations; Pitman efficiency; Bayes risk efficiency

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62F03: Parametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

62F40: Bootstrap, jackknife and other resampling methods

60F10: Large deviations

62C12: Empirical decision procedures; empirical Bayes procedures

Related Items

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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