Large deviations for bootstrapped empirical measures

Details Large deviations for bootstrapped empirical measures Large deviations for bootstrapped empirical measures

2011-10-20

arxiv.org/abs/1110.4620v1

Mathematics

Probability

41 pages

Scientific paper

We investigate the Large Deviations properties of bootstrapped empirical
measure with exchangeable weights. Our main result shows in great generality
how the resulting rate function combines the LD properties of both the sample
weights and the observations. As an application we recover known conditional
and unconditional LDPs and obtain some new ones.

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