Large deviations for the empirical mean of associated random variables

We find conditions under which the sequence of empirical means of associated random variables, , satisfies the large deviation principle.

Year of publication:	2008
Authors:	Henriques, Carla ; Eduardo Oliveira, Paulo
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 6, p. 594-598
Publisher:	Elsevier
Subject:	Association Large deviations Stationarity

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

Persistent link: https://www.econbiz.de/10005259352