A large deviation principle for bootstrapped sample means
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- by Deli Li, Andrew Rosalsky and Dhaifalla K. Al-Mutairi PDF
- Proc. Amer. Math. Soc. 130 (2002), 2133-2138 Request permission
Abstract:
A large deviation principle for bootstrapped sample means is established. It relies on the Bolthausen large deviation principle for sums of i.i.d. Banach space valued random variables. The rate function of the large deviation principle for bootstrapped sample means is the same as the classical one.References
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Additional Information
- Deli Li
- Affiliation: Department of Mathematics & Statistics, Lakehead University, Thunder Bay, Ontario, Canada P7B 5E1
- Email: dli@sleet.lakeheadu.ca
- Andrew Rosalsky
- Affiliation: Department of Statistics, University of Florida, P.O. Box 118545, Gainesville, Florida 32611
- Email: rosalsky@stat.ufl.edu
- Dhaifalla K. Al-Mutairi
- Affiliation: Department of Statistics & Operations Research, Kuwait University, P.O. Box 21, Khaldiya 72461, Kuwait
- Email: dhaif@kuc01.kuniv.edu.kw
- Received by editor(s): February 3, 2000
- Received by editor(s) in revised form: February 15, 2001
- Published electronically: December 31, 2001
- Additional Notes: The research of the first author was supported by a grant from the Natural Sciences and Engineering Research Council of Canada.
- Communicated by: Richard A. Davis
- © Copyright 2001 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 130 (2002), 2133-2138
- MSC (1991): Primary 60F10, 62G09; Secondary 60B12, 62G20
- DOI: https://doi.org/10.1090/S0002-9939-01-06368-7
- MathSciNet review: 1896050