Large deviations for bootstrapped empirical measures
classification
🧮 math.PR
math.STstat.TH
keywords
bootstrappeddeviationsempiricallargepropertiesweightsapplicationcombines
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.