Large deviation theorems for empirical probability measures
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(53)- Nonparametric (smoothed) likelihood and integral equations
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- Hodges-Lehmann optimality of tests
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- Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes
- Asymptotic behavior of the \(P\)-value of the omega square statistic in the goodness-of-fit testing problem
- Adaptive tests in statistical problems with finite nuisance parameter
- Inference about permutation parameter in large samples
- On asymptotic minimaxity of Kolmogorov and omega-square tests
- Negative-temperature states and large-scale, long-lived vortices in two-dimensional turbulence
- Large deviations of degenerate Mises functionals.
- Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters
- Large and moderate deviations of random upper semicontinuous functions
- The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions
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- Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments
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- scientific article; zbMATH DE number 4040911 (Why is no real title available?)
- Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables
- Projections of probability measures
- A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics
- Spectral potential, Kullback action, and large deviation principle for finitely-additive measures
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes
- Large deviation principle for moderate deviation probabilities of bootstrap empirical measures
- Entropy statistic theorem and variational principle for \(t\)-entropy are equivalent
- Exact Bahadur efficiency of max-type rank tests in the two-sample problem
- On consistent hypothesis testing
- Large deviation theorems for extended random variables and some applications
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- Spectral potential, Kullback action, and large deviations of empirical measures on measurable spaces
- Markov process large deviations in -topology
- A large deviation theorem for \(U\)-processes
- On convergence of conditional probability measures
- Regularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theory
- Large deviations for kernel-type empirical distributions.
- Large deviations for empirical probability measures and statistical tests
- Large deviations and asymptotic efficiency of a statistic of integral type. II
- Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators
- Limiting values of large deviation probabilities of quadratic statistics
- Asymptotic Pitman's relative efficiency
- A Weighted Bootstrap Procedure for Divergence Minimization Problems
- The Gibbs principle for Markov jump processes
- Bahadur asymptotic efficiency of integral tests for symmetry
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