Large deviations for bootstrapped empirical measures
Wintenberger, Olivier; Trashorras, José (2014), Large deviations for bootstrapped empirical measures, Bernoulli, 20, 4, p. 1845-1878. http://dx.doi.org/10.3150/13-BEJ544
TypeArticle accepté pour publication ou publié
External document linkhttp://hal.archives-ouvertes.fr/hal-00633707/fr/
Bernoulli Society for Mathematical Statistics and Probability
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Abstract (EN)We investigate the Large Deviations (LD) properties of bootstrapped empirical measures with exchangeable weights. Our main results show in great generality how the resulting rate functions combine the LD properties of both the sample weights and the observations. As an application, we obtain new LD results and discuss both conditional and unconditional LD-efficiency for many classical choices of entries such as Efron’s, leave-p-out, i.i.d. weighted, k-blocks bootstraps, etc.
Subjects / KeywordsExchangeable bootstrap; Large deviations
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