A large deviation principle for bootstrapped sample means
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Publication:2782646
DOI10.1090/S0002-9939-01-06368-7zbMath0997.62039MaRDI QIDQ2782646
Andrew Rosalsky, Dhaifalla K. Al-Mutairi, De Li Li
Publication date: 8 April 2002
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (5)
A central limit theorem for bootstrap sample sums from non-i.i.d. models ⋮ General Weak Laws of Large Numbers for Bootstrap Sample Means ⋮ Large and moderate deviation principles for the bootstrap sample quantile ⋮ Large deviation principle for moderate deviation probabilities of bootstrap empirical measures ⋮ Cramér's type results for some bootstrapped \(U\)-statistics
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