A large deviation approximation for multivariate density functions
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Publication:2002091
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- scientific article; zbMATH DE number 3996859
Cites work
- A Local Limit Theorem for Large Deviations in the Case of Differently Distributed Lattice Summands
- A large deviation limit theorem for multivariate distributions
- A local limit theorem for large deviations of sums of independent, nonidentically distributed random variables
- Asymptotic approximation for the probability density function of an arbitrary sequence of random variables
- Integro-Local Limit Theorems Including Large Deviations for Sumsof Random Vectors.
- Multidimensional large deviation local limit theorems
- Multidimensional strong large deviation results
- On Large Deviations for a Distribution Density Function
- Sharp estimates of deviations of the sample mean in many dimensions
- Sharp large deviations for Gaussian quadratic forms with applications
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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