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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

Type
Article accepté pour publication ou publié
External document link
http://hal.archives-ouvertes.fr/hal-00633707/fr/
Date
2014
Journal name
Bernoulli
Volume
20
Number
4
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Pages
1845-1878
Publication identifier
http://dx.doi.org/10.3150/13-BEJ544
Metadata
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Author(s)
Wintenberger, Olivier
Trashorras, José
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 / Keywords
Exchangeable bootstrap; Large deviations

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