On large deviations for sums of random vectors in \(R_ k\).

DOI10.1016/0047-259X(81)90104-4zbMath0457.60019OpenAlexW2048058897MaRDI QIDQ1151190

L. V. Osipov

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0047-259x(81)90104-4

zbMATH Keywords

bounds for the remainder in von Bahr's limit theoremlarge deviation results for complements of ballssums of random vectors

Mathematics Subject Classification ID

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

Related Items (5)

The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities ⋮ Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests ⋮ On the relative performance of bootstrap and Edgeworth approximations of a distribution function ⋮ Multidimensional limit theorems allowing large deviations for densities of regular variation ⋮ Large deviation probabilities for some classes of distributions satisfying the Cramér condition

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Exponential inequalities for sums of random vectors
• Multi-dimensional integral limit theorems
• Multi-dimensional integral limit theorems for large deviations

This page was built for publication: On large deviations for sums of random vectors in \(R_ k\).