A large deviation approximation for multivariate density functions

DOI10.3103/S1066530719010058zbMATH Open1418.60019MaRDI QIDQ2002091FDOQ2002091

Authors: Cyrille Joutard 

Publication date: 11 July 2019

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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• Multidimensional strong large deviation results
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• scientific article; zbMATH DE number 3996859

zbMATH Keywords

large deviationsdensity functionsample varianceGaussian multiple linear regression model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Sharp large deviations for Gaussian quadratic forms with applications
• Sharp estimates of deviations of the sample mean in many dimensions
• Integro-Local Limit Theorems Including Large Deviations for Sumsof Random Vectors.
• A Local Limit Theorem for Large Deviations in the Case of Differently Distributed Lattice Summands
• Multidimensional large deviation local limit theorems
• A local limit theorem for large deviations of sums of independent, nonidentically distributed random variables
• A large deviation limit theorem for multivariate distributions
• Multidimensional strong large deviation results
• On Large Deviations for a Distribution Density Function
• Asymptotic approximation for the probability density function of an arbitrary sequence of random variables

Cited In (5)

• Multidimensional strong large deviation results
• Approximating the moments of marginals of high-dimensional distributions
• Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions
• Variational form of the large deviation functional
• Large deviation principle for moment map estimation

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