Large deviation principle for generalized quantile functions (Q876791)
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scientific article; zbMATH DE number 5147213
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| English | Large deviation principle for generalized quantile functions |
scientific article; zbMATH DE number 5147213 |
Statements
Large deviation principle for generalized quantile functions (English)
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27 April 2007
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empirical measures
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Sanov's theorem
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generalized quantile functions
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elliptically contoured distributions
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convex sets
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