Large deviations for bootstrapped empirical measures

dc.contributor.author	Wintenberger, Olivier
dc.contributor.author	Trashorras, José
dc.date.accessioned	2011-10-21T13:51:11Z
dc.date.available	2011-10-21T13:51:11Z
dc.date.issued	2014
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/7298
dc.language.iso	en	en
dc.subject	Exchangeable bootstrap	en
dc.subject	Large deviations	en
dc.subject.ddc	519	en
dc.title	Large deviations for bootstrapped empirical measures	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	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.	en
dc.relation.isversionofjnlname	Bernoulli
dc.relation.isversionofjnlvol	20
dc.relation.isversionofjnlissue	4
dc.relation.isversionofjnldate	2014
dc.relation.isversionofjnlpages	1845-1878
dc.relation.isversionofdoi	http://dx.doi.org/10.3150/13-BEJ544
dc.identifier.urlsite	http://hal.archives-ouvertes.fr/hal-00633707/fr/	en
dc.description.sponsorshipprivate	oui	en
dc.relation.isversionofjnlpublisher	Bernoulli Society for Mathematical Statistics and Probability
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en

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