Large deviation theorems for empirical probability measures
From MaRDI portal
Publication:1135570
DOI10.1214/aop/1176994984zbMath0425.60021OpenAlexW2093716762MaRDI QIDQ1135570
J. Oosterhoff, Frits H. Ruymgaart, Piet Groeneboom
Publication date: 1979
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994984
large deviationsKullback-Leibler informationlinear combinations of order statisticsempirical probability measures
Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Large deviations (60F10)
Related Items
On convergence of conditional probability measures, Bahadur asymptotic efficiency of integral tests for symmetry, Large deviations and asymptotic efficiency of a statistic of integral type. II, A Weighted Bootstrap Procedure for Divergence Minimization Problems, Large deviations for empirical probability measures and statistical tests, Asymptotic Pitman's Relative Efficiency, Large deviations and law of large numbers for a mean field type interacting particle system, Large and Moderate Deviations of Random Upper Semicontinuous Functions, A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics, Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables, Spectral Potential, Kullback Action, and Large Deviations of Empirical Measures on Measurable Spaces, Unnamed Item, Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters, Large deviations and asymptotic efficiency of integral statistics for testing independence, The Gibbs principle for Markov jump processes, The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions, On asymptotic minimaxity of Kolmogorov and omega-square tests, Entropy statistic theorem and variational principle for \(t\)-entropy are equivalent, Nonparametric (smoothed) likelihood and integral equations, On consistent hypothesis testing, Information in Probability: Another Information-Theoretic Proof of a Finite de Finetti Theorem, Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses, Probabilities of large deviations in topological spaces. II, Large deviation principle for moderate deviation probabilities of bootstrap empirical measures, Sample Path Large Deviations for Order Statistics, Weighted height of random trees, Local Chernoff and Hodges-Lehmann efficiencies of linear rank tests for symmetry, Exact Bahadur efficiency of max-type rank tests in the two-sample problem, Hodges-Lehmann and Chernoff efficiencies of linear rank statistics, Hodges-Lehmann optimality of tests, Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments, Delta method in large deviations and moderate deviations for estimators, An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes, Regularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theory, Markov process large deviations in \(\tau\)-topology, Inference about permutation parameter in large samples, Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics, Limiting values of large deviation probabilities of quadratic statistics, 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, Asymptotic optimality in probability of a heuristic schedule for open shops with job overlaps, Large deviations from the mckean-vlasov limit for weakly interacting diffusions, Adaptive tests in statistical problems with finite nuisance parameter, Projections of probability measures, Negative-temperature states and large-scale, long-lived vortices in two-dimensional turbulence, Large deviation theorems for extended random variables and some applications, Large deviations of degenerate Mises functionals., A large deviation theorem for \(U\)-processes, Unnamed Item, Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators, Large deviations for kernel-type empirical distributions.
