Large Deviation Principle for Moderate Deviation Probabilities of Bootstrap Empirical Measures
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| 024 | 7 | 0 | |a 10.1007/s10958-014-2189-0 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10958-014-2189-0 | ||
| 100 | 1 | |a Ermakov |D M. |u Mechanical Engineering Problems Institute of RAS, St. Petersburg State University, St. Petersburg, Russia |4 aut | |
| 245 | 1 | 0 | |a Large Deviation Principle for Moderate Deviation Probabilities of Bootstrap Empirical Measures |h [Elektronische Daten] |c [M. Ermakov] |
| 520 | 3 | |a We prove two Large Deviation Principles (LDP) in the zone of moderate deviation probabilities. First we establish the LDP for conditional distributions of moderate deviations of empirical bootstrap measures given an empirical probability measure. Then we establish the LDP for the joint distributions of an empirical measure and a bootstrap empirical measure. Using these LDPs, similar LDPs for differentiable statistical functionals can be established. The LDPs for moderate deviations of an empirical quantile process and an empirical bootstrap copula function are provided as illustrations of these results. Bibliography: 28 titles. | |
| 540 | |a Springer Science+Business Media New York, 2014 | ||
| 773 | 0 | |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 204/1(2015-01-01), 90-115 |x 1072-3374 |q 204:1<90 |1 2015 |2 204 |o 10958 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10958-014-2189-0 |q text/html |z Onlinezugriff via DOI |
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| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10958-014-2189-0 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Ermakov |D M. |u Mechanical Engineering Problems Institute of RAS, St. Petersburg State University, St. Petersburg, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 204/1(2015-01-01), 90-115 |x 1072-3374 |q 204:1<90 |1 2015 |2 204 |o 10958 | ||