Moderate deviations of empirical processes
The author establishes necessary and sufficient conditions for the moderate deviation principle for empirical processes and for partial sums of i.i.d. Banach space valued random vectors. The proof makes heavy use of an earlier result by the same author showing that a finite-dimensional moderate deviation principle plus some form of exponential tightness are sufficient conditions for the process moderate deviation principle. An interesting observation is that the moderate deviation principle may hold even if the random variables do not have finite second moments. For the entire collection see [Zbl 1024.00031].
- scientific article; zbMATH DE number 2078183
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- scientific article; zbMATH DE number 5524388 (Why is no real title available?)
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- scientific article; zbMATH DE number 2078183 (Why is no real title available?)
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