Asymptotically efficient importance sampling for bootstrap

DOI10.1007/s10958-016-2791-4zbMath1381.60075OpenAlexW2298062988MaRDI QIDQ292319

Mikhail Sergeevich Ermakov

Publication date: 8 June 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-2791-4

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Large deviations (60F10)

Cites Work

• Delta method in large deviations and moderate deviations for estimators
• On Monte Carlo estimation of large deviations probabilities
• Weak convergence and empirical processes. With applications to statistics
• Monte Carlo simulation and large deviations theory for uniformly recurrent Markov chains
• On large deviations theory and asymptotically efficient Monte Carlo estimation
• Importance sampling for simulations of moderate deviation probabilities of statistics
• Importance Sampling for Bootstrap Confidence Intervals
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