Multidimensional large deviation local limit theorems

DOI10.1016/0047-259X(86)90077-1zbMath0602.60033MaRDI QIDQ1081959

Narasinga Rao Chaganty, Jayaram Sethuraman

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

large deviation local limit theoremlarge deviation rate Chernoff function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (3)

Sharp asymptotics of large deviations in \(\mathbb{R}^ d\) ⋮ Multidimensional strong large deviation theorems ⋮ A large deviation approximation for multivariate density functions

Cites Work

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• Large deviations for a general class of random vectors
• A local limit theorem for large deviations of sums of independent, nonidentically distributed random variables
• A large deviation limit theorem for multivariate distributions
• Large deviation local limit theorems for arbitrary sequences of random variables
• Multi-dimensional integral limit theorems for large deviations
• On Deviations of the Sample Mean
• A Local Limit Theorem for Large Deviations in the Case of Differently Distributed Lattice Summands
• On Large Deviations for a Distribution Density Function
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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