Large Deviations for Local Empirical Measures.

We consider the local empirical measure indexed by a function class. Under some reglarity assumptions, we give a large deviations principle for this process. A non standard functional law of the iterated logarithm is infered from our large deviations principle.

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Year of publication:	2000
Authors:	Menneteau, L.
Subject:	ECONOMETRICS \| MATHEMATICAL ANALYSIS

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Type of publication:	Book / Working Paper
Notes:	24 pages
Classification:	C00 - Mathematical and Quantitative Methods. General ; C60 - Mathematical Methods and Programming. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005641071