Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap

DOI10.1214/18-AOS1802zbMath1458.62094arXiv1611.02686MaRDI QIDQ2215718

Mayya Zhilova

Publication date: 14 December 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.02686

zbMATH Keywords

weighted bootstrapmultiplier bootstrapsmooth function modelEfron's bootstrapmultivariate Berry-Esseen inequalityhigher-order inferencelikelihood-based confidence sets

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric statistical resampling methods (62G09) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Nearly optimal central limit theorem and bootstrap approximations in high dimensions ⋮ Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities ⋮ Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theorem ⋮ Central Limit Theorem in high dimensions: The optimal bound on dimension growth rate ⋮ New Edgeworth-type expansions with finite sample guarantees

Uses Software

• bootstrap

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