Large Deviation Principle For Moderate Deviation Probabilities Of Bootstrap Empirical Measures

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Large deviations for bootstrapped empirical measures

Keywords Large deviations, Exchangeable bootstrap 1 Introduction and main results We say that a sequence of Borel probability measures (Pn)n≥1 on a topological space Y obeys a Large Deviation Principle (hereafter abbreviated LDP) with rate function I if I is a non-negative, lower semi-continuous function defined on Y such that − inf y∈Ao

arXiv:1206.1459v2 [math.ST] 21 May 2014

LARGE DEVIATION PRINCIPLE FOR MODERATE DEVIATION PROBABILITIES OF BOOTSTRAP EMPIRICAL MEASURES M. S. ERMAKOV 1. Introduction Large deviation principle (LDP) for i.i.d.r.v. s ( [2, 4, 8, 10, 13, 15, 17, 24]) allows to study a large number of different problems on large deviation probabilities of statistics.