Bootstrap of deviation probabilities with applications

DOI10.1016/J.JMVA.2010.06.004zbMATH Open1203.62031OpenAlexW2068564919MaRDI QIDQ990896FDOQ990896

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

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• Large deviations for bootstrapped empirical measures
• Large deviation principle for moderate deviation probabilities of bootstrap empirical measures
• Approximation for bootstrapped empirical processes

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)

Cites Work

• Bootstrap methods: another look at the jackknife
• On the asymptotic accuracy of Efron's bootstrap
• The bootstrap and Edgeworth expansion
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (8)

• Asymptotic probability for the bootstrapped means deviations from the sample mean
• A direct bootstrapping technique and its application to a novel goodness of fit test
• Some applications of the Mallows metric to the bootstrap
• Title not available (Why is that?)
• Large deviation principle for moderate deviation probabilities of bootstrap empirical measures
• Bayesian efficiency
• Cramér's type results for some bootstrapped \(U\)-statistics
• Bootstraps of sums of independent but not identically distributed stochastic processes

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