Bahadur representations for uniform resampling and importance resampling, with applications to asymptotic relative efficiency

DOI10.1214/aos/1176348138zbMath0725.62038OpenAlexW2046530586MaRDI QIDQ2277705

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Publication date: 1991

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

Full work available at URL: https://doi.org/10.1214/aos/1176348138

zbMATH Keywords

strong approximationrelative efficiencyuniform resamplingimportance resamplingBahadur-type representationsexact convergence ratesquantile estimatesnonparametric bootstrap resampling

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (5)

Random weighting estimation of sampling distributions via importance resampling ⋮ Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk ⋮ Efficient bootstrap methods: A review ⋮ A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables ⋮ Bahadur representations for bootstrap quantiles

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