Large deviations for an empirical process

MaRDI QIDQ3051911zbMATH OpenFDO

Authors Bo Deng

Publication date 5 November 2010

zbMATH Keywords

deviation inequalityempirical processlarge deviation principle

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Recommendations

• The principle of large deviations for empirical processes
• scientific article; zbMATH DE number 2078183
• Large deviations, moderate deviations and LIL for empirical processes
• Large Deviations for Partial Sums U-Processes in Dependent Cases
• scientific article; zbMATH DE number 1069539

Cited in

(10)

• Large deviation for a class of current-valued processes
• Large deviations, moderate deviations and LIL for empirical processes
• Large deviations for the empirical process of a symmetric measure: a lower bound.
• Large deviations for moving average processes
• Large deviations for the empirical mean of associated random variables
• The principle of large deviations for empirical processes
• Large deviation properties for empirical quantile-type production functions
• scientific article; zbMATH DE number 1069539 (Why is no real title available?)
• scientific article; zbMATH DE number 2078183 (Why is no real title available?)
• Empirical anomaly measure for finite-variance processes

This page was built for publication: Large deviations for an empirical process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3051911)