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 languageEnglish
Pages (from-to)474-483
Number of pages10
JournalJournal of Mathematical Sciences (United States)
Volume214
Issue number4
DOIs
StatePublished - 1 Apr 2016

    Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Applied Mathematics

ID: 71601433