A large deviation principle for bootstrapped sample means

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)

zbMATH Keywords

large deviation principleBanach space valued random variablesbootstrapped sample means

Mathematics Subject Classification ID

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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