A strong deviation theorem and its application to herding effect
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Publication:2211084
DOI10.1016/j.rinam.2019.100084zbMath1452.62178OpenAlexW2991755369MaRDI QIDQ2211084
Zixian Cui, Yingxue Xiang, Dongyue Zhou, Peibiao Zhao
Publication date: 10 November 2020
Published in: Results in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.rinam.2019.100084
Applications of statistics to economics (62P20) Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15) Characterization and structure theory of statistical distributions (62E10) Large deviations (60F10)
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