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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

 

A large deviation principle for bootstrapped sample means


Authors: Deli Li, Andrew Rosalsky and Dhaifalla K. Al-Mutairi
Journal: Proc. Amer. Math. Soc. 130 (2002), 2133-2138
MSC (1991): Primary 60F10, 62G09; Secondary 60B12, 62G20
Published electronically: December 31, 2001
MathSciNet review: 1896050
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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.


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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

DOI: http://dx.doi.org/10.1090/S0002-9939-01-06368-7
PII: S 0002-9939(01)06368-7
Keywords: Bootstrapped sample means, large deviation principle, Banach space valued random variables
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
Article copyright: © Copyright 2001 American Mathematical Society