scientific article; zbMATH DE number 1069539
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Publication:4356497
zbMATH Open0888.60028MaRDI QIDQ4356497FDOQ4356497
Authors: A. A. Puhalskii
Publication date: 25 November 1997
Title of this publication is not available (Why is that?)
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- Large deviations, moderate deviations and LIL for empirical processes
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- Observing a Preferred Distribution
- Large deviations for the empirical process of a symmetric measure: a lower bound.
- Empirical anomaly measure for finite-variance processes
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- Large deviations for functionals of stationary processes
- Large and moderate deviations of empirical processes with nonstandard rates
- The principle of large deviations for empirical processes
- Large deviations for weighted empirical mean with outliers
- Large deviations for the empirical mean of associated random variables
- Large deviations of \(U\)-empirical measures in strong topologies and applications
- Large deviations for an empirical process
- Large deviations for extremes of \(U\)-processes
- Large deviations for nonstationary arrays and sequences
- Large deviation principle for sequential rank processes
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