WIAS Preprint No. 271, (1996)

On large and moderate large deviations of empirical bootstrap measure



Authors

  • Ermakov, Mikhail S.

2010 Mathematics Subject Classification

  • 60F10 62C12 62E25

Keywords

  • Large deviations, bootstrap method, empirical measure.

Abstract

We find the asymptotics for the large and moderate large deviation probabilities of common distribution of the empirical measure and the empirical bootstrap measure (empirical measure obtaining by the bootstrap method). For the most widespread statistical functionals depending on empirical measure we compare their asymptotics of moderate large deviation probabilities with similar asymptotics given by the bootstrap procedure.

Download Documents