Research output: Contribution to journal › Article › peer-review
The Large Deviation Principle is proved for the conditional probabilities of moderate deviations of weighted empirical bootstrap measures with respect to a fixed empirical measure. Using this LDP for the problem of calculation of moderate deviation probabilities of differentiable statistical functionals, it is shown that the importance sampling based on influence function is asymptotically efficient.
Original language | English |
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Pages (from-to) | 474-483 |
Number of pages | 10 |
Journal | Journal of Mathematical Sciences (United States) |
Volume | 214 |
Issue number | 4 |
DOIs | |
State | Published - 1 Apr 2016 |
ID: 71601433