Pages that link to "Item:Q5933568"
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The following pages link to A large-deviation principle for Dirichlet posteriors (Q5933568):
Displayed 14 items.
- Large deviations for estimators of some threshold parameters (Q257485) (← links)
- Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process (Q379990) (← links)
- Estimating Loynes' exponent (Q383195) (← links)
- Extension of some large deviation results for posterior distributions (Q397200) (← links)
- A note on convergence rates for posterior distributions via large deviations techniques (Q451400) (← links)
- Canonical moments and random spectral measures (Q616259) (← links)
- Large deviations for estimators of unknown probabilities, with applications in risk theory (Q617998) (← links)
- Large deviations and sum rules for spectral theory: a pedagogical approach (Q1624170) (← links)
- An inverse Sanov theorem for exponential families (Q2112257) (← links)
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
- Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions (Q3396349) (← links)
- Limit theorems associated with the Pitman–Yor process (Q5233181) (← links)
- Large deviation results on some estimators for stationary Gaussian processes (Q5400836) (← links)
- Rare events in random matrix theory (Q6118173) (← links)