Bootstrap relative errors and sub-exponential distributions

DOI10.2307/3318757zbMath0958.62017OpenAlexW2012811010MaRDI QIDQ1591603

Andrew T. A. Wood

Publication date: 9 April 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1081282690

zbMATH Keywords

Edgeworth expansionstail probabilitiesmoderate deviationspercentile method

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (4)

Large deviation principle for moderate deviation probabilities of bootstrap empirical measures ⋮ Self-normalized Cramér-type large deviations for independent random variables. ⋮ Large deviations of bootstrapped \(U\)-statistics ⋮ Bootstrap diagnostics and remedies

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