Large Deviations Theory in Exponential Families

DOI10.1214/AOMS/1177698121MaRDI QIDQ5592721zbMATH OpenOpenAlexFDO

Authors Bradley Efron, Donald R. Truax

Publication date 1968

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177698121

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Large deviations (60F10) Characterization and structure theory of statistical distributions (62E10)

Cited in

(7)

• Bahadur deficiency of likelihood ratio tests in exponential families
• Generalized variance functions for infinitely divisible mixture distributions
• Efficient large deviation estimation based on importance sampling
• The likelihood ratio under noncontiguous alternatives
• Conditional large deviations for density case
• An Interview with Bradley Efron
• On the power of private likelihood-ratio tests for goodness-of-fit in frequency tables

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