DOI

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.

Язык оригиналаанглийский
Страницы (с-по)474-483
Число страниц10
ЖурналJournal of Mathematical Sciences (United States)
Том214
Номер выпуска4
DOI
СостояниеОпубликовано - 1 апр 2016

    Предметные области Scopus

  • Теория вероятности и статистика
  • Математика (все)
  • Прикладная математика

ID: 71601433