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Zapiski Nauchnykh Seminarov POMI, 2014, Volume 431, Pages 82–96 (Mi znsl6096)  
This article is cited in 1 scientific paper (total in 1 paper)

Asymptotically efficient importance sampling for the bootstrap

M. S. Ermakovab

a St. Petersburg State University, St. Petersburg, Russia
b Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg, Russia
Full-text PDF (228 kB) Citations (1)
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Abstract: We establish Large Deviation Principle for conditional moderate deviation probabilities of weighted bootstrap empirical measures given empirical measures. On the base of this result, for the problem of estimation of moderate deviation probabilities of statistics having Hadamard derivatives, we prove asymptotic efficiency of importance sampling based on influence functions.
Key words and phrases: importance sampling, large deviation principle, moderate deviations, bootstrap, empirical measure.
Received: 10.11.2014
English version:
Journal of Mathematical Sciences (New York), 2016, Volume 214, Issue 4, Pages 474–483
DOI: https://doi.org/10.1007/s10958-016-2791-4
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: M. S. Ermakov, “Asymptotically efficient importance sampling for the bootstrap”, Probability and statistics. Part 21, Zap. Nauchn. Sem. POMI, 431, POMI, St. Petersburg, 2014, 82–96; J. Math. Sci. (N. Y.), 214:4 (2016), 474–483
Citation in format AMSBIB
\Bibitem{Erm14}
\by M.~S.~Ermakov
\paper Asymptotically efficient importance sampling for the bootstrap
\inbook Probability and statistics. Part~21
\serial Zap. Nauchn. Sem. POMI
\yr 2014
\vol 431
\pages 82--96
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6096}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3488638}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2016
\vol 214
\issue 4
\pages 474--483
\crossref{https://doi.org/10.1007/s10958-016-2791-4}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84961182206}
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  • https://www.mathnet.ru/eng/znsl/v431/p82
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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