A large deviation limit theorem for multivariate distributions

DOI10.1016/0047-259X(77)90030-6MaRDI QIDQ1240957zbMATH OpenFDO

Authors Peter C. B. Phillips

Publication date 1977

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20)

Cites work

• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Convergence Rates for Probabilities of Moderate Deviations
• On methods of asymptotic approximation for multivariate distributions
• Saddlepoint Approximations in Statistics
• THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS

Cited in

(2)

• A large deviation approximation for multivariate density functions
• Multidimensional large deviation local limit theorems

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