Large deviations of bootstrapped \(U\)-statistics

DOI10.1016/j.jmva.2008.01.009zbMath1151.62038OpenAlexW2121476455MaRDI QIDQ943614

John Robinson, Yuri V. Borovskikh

Publication date: 10 September 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.01.009

zbMATH Keywords

bootstrap

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Large deviations (60F10)

Related Items (2)

Cramér's type results for some bootstrapped \(U\)-statistics ⋮ PITMAN MEDAL

Cites Work

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• Limit theorems for \(U\)-processes
• Laws of large numbers for bootstrapped U-statistics
• On the relative performance of bootstrap and Edgeworth approximations of a distribution function
• Some asymptotic theory for the bootstrap
• Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations
• Tail probability approximation for \(U\)-statistics
• Bootstrap relative errors and sub-exponential distributions
• Large deviations of U-statistics. I
• Large deviations of U-statistics. II
• Saddlepoint approximations in resampling methods
• On the bootstrap saddlepoint approximations
• Probability Inequalities for Sums of Bounded Random Variables
• The bootstrap and Edgeworth expansion

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