Large deviation theorems for extended random variables and some applications

DOI10.1007/BF02365062zbMath0943.60014MaRDI QIDQ1291196

Yu. N. Lin'kov

Publication date: 22 November 1999

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testlarge deviationslarge deviation principleBayes testChernoff theoremminimax test

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Bayesian inference (62F15) Asymptotic properties of parametric tests (62F05)

Related Items

On large deviations in testing Ornstein-Uhlenbeck-type models, Large deviations in testing fractional Ornstein-Uhlenbeck models, Large-deviation theorems in hypothesis-testing problems

Cites Work

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