A strong large deviation theorem
From MaRDI portal
Publication:359869
DOI10.3103/S1066530713020051zbMATH Open1275.60031OpenAlexW2032718975MaRDI QIDQ359869FDOQ359869
Authors: Cyrille Joutard 
Publication date: 23 August 2013
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530713020051
Recommendations
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Large deviations (60F10)
Cites Work
- The bootstrap and Edgeworth expansion
- A Brief Survey of Bandwidth Selection for Density Estimation
- Sharp large deviations for Gaussian quadratic forms with applications
- Title not available (Why is that?)
- Title not available (Why is that?)
- On Deviations of the Sample Mean
- Multidimensional strong large deviation theorems
- Strong large deviations for arbitrary sequences of random variables
- The Probability in the Extreme Tail of a Convolution
- Large deviation properties for empirical quantile-type production functions
- Sharp large deviations in nonparametric estimation
- Large Deviations Limit Theorems for the Kernel Density Estimator
- Curve Estimates
- Large Deviation Probabilities for Weighted Sums
- Strong large deviation and local limit theorems
Cited In (7)
- Multidimensional strong large deviation results
- Strong large deviations for arbitrary sequences of random variables
- Title not available (Why is that?)
- Title not available (Why is that?)
- Higher order asymptotics for large deviations. I
- Multidimensional strong large deviation theorems
- Asymptotic approximation for the probability density function of an arbitrary sequence of random variables
This page was built for publication: A strong large deviation theorem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q359869)
