Search Results - subject:"Large deviations"

Contiguous alternatives which preserve Cramér-type large deviations for a general class of statistics

Wu, Tiee-Jian - In: Annals of the Institute of Statistical Mathematics 41 (1989) 4, pp. 649-660

Persistent link: https://www.econbiz.de/10005616335

Multidimensional large deviation local limit theorems

Chaganty, Narasinga R.; Sethuraman, J. - In: Journal of Multivariate Analysis 20 (1986) 2, pp. 190-204

An earlier paper by the author ([4], 97-114) established large deviation local limit theorems for arbitrary sequences of real valued random variables. This work showed clearly the connection between the Cramér series and large deviation rates. In this article we present large deviation local...

Persistent link: https://www.econbiz.de/10005221654

Large deviation probabilities for certain dependent processes

Singh, Kesar - In: Journal of Multivariate Analysis 11 (1981) 3, pp. 354-367

Certain results on large deviation probabilities for linear and m-dependent processes are considered here.

Persistent link: https://www.econbiz.de/10005221413