dc.contributor.author | Bertail, Patrice | en |
dc.contributor.author | Gamst, A. | en |
dc.contributor.author | Politis, Dimitris Nicolas | en |
dc.creator | Bertail, Patrice | en |
dc.creator | Gamst, A. | en |
dc.creator | Politis, Dimitris Nicolas | en |
dc.date.accessioned | 2019-12-02T10:33:58Z | |
dc.date.available | 2019-12-02T10:33:58Z | |
dc.date.issued | 2001 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/56517 | |
dc.description.abstract | In Politis and Romano (1994) the subsampling methodology was put forth for approximating the sampling distribution (and the corresponding quantiles) of general statistics from i.i.d. and stationary data. In this note, we address the question of how well the subsampling distribution approximates the tail of the target distribution. In the regular setting of the sample mean of an m-dependent sequence we show a moderate deviation property of the subsampling distribution. © 2000 American Mathematical Society. | en |
dc.source | Proceedings of the American Mathematical Society | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-23044522954&partnerID=40&md5=f6ac253de288c4daa918e2cad86d7e41 | |
dc.subject | Large deviations | en |
dc.subject | Central limit theorem | en |
dc.subject | Resampling | en |
dc.title | Moderate deviations in subsampling distribution estimation | en |
dc.type | info:eu-repo/semantics/article | |
dc.description.volume | 129 | |
dc.description.issue | 2 | |
dc.description.startingpage | 551 | |
dc.description.endingpage | 557 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.description.notes | <p>Cited By :2</p> | en |
dc.source.abbreviation | Proc.Am.Math.Soc. | en |
dc.contributor.orcid | Bertail, Patrice [0000-0002-6011-3432] | |
dc.gnosis.orcid | 0000-0002-6011-3432 | |