Large and moderate deviations of empirical processes with nonstandard rates

We discuss the large and moderate deviations of a type of empirical processes whose finite-dimensional distributions do not satisfy the Cramer condition. Nonstandard speeds and rate functions appear.

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Year of publication:	2002
Authors:	Arcones, Miguel A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 57.2002, 4, p. 315-326
Publisher:	Elsevier
Keywords:	Large deviations Moderate deviations Empirical processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138008