Open Access
November 2014 Large deviations for bootstrapped empirical measures
José Trashorras, Olivier Wintenberger
Bernoulli 20(4): 1845-1878 (November 2014). DOI: 10.3150/13-BEJ544


We investigate the Large Deviations (LD) properties of bootstrapped empirical measures with exchangeable weights. Our main results show in great generality how the resulting rate functions combine the LD properties of both the sample weights and the observations. As an application, we obtain new LD results and discuss both conditional and unconditional LD-efficiency for many classical choices of entries such as Efron’s, leave-$p$-out, i.i.d. weighted, $k$-blocks bootstraps, etc.


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José Trashorras. Olivier Wintenberger. "Large deviations for bootstrapped empirical measures." Bernoulli 20 (4) 1845 - 1878, November 2014.


Published: November 2014
First available in Project Euclid: 19 September 2014

zbMATH: 1321.62026
MathSciNet: MR3263092
Digital Object Identifier: 10.3150/13-BEJ544

Keywords: exchangeable bootstrap , large deviations

Rights: Copyright © 2014 Bernoulli Society for Mathematical Statistics and Probability

Vol.20 • No. 4 • November 2014
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