Large deviations for bootstrapped empirical measures
Probability
2011-10-24 v1 Statistics Theory
Statistics Theory
Abstract
We investigate the Large Deviations properties of bootstrapped empirical measure with exchangeable weights. Our main result shows in great generality how the resulting rate function combines the LD properties of both the sample weights and the observations. As an application we recover known conditional and unconditional LDPs and obtain some new ones.
Cite
@article{arxiv.1110.4620,
title = {Large deviations for bootstrapped empirical measures},
author = {José Trashorras and Olivier Wintenberger},
journal= {arXiv preprint arXiv:1110.4620},
year = {2011}
}
Comments
41 pages