scientific article; zbMATH DE number 1076323

MaRDI QIDQ4359715zbMATH OpenFDO

Authors N. Rao Chaganty

Publication date 9 August 1998

zbMATH Keywords

Bahadur slopebootstrapempirical measureKullback-Leibler numberlarge deviationsnoncentral-\(t\)

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of parametric tests (62F05) Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30)

Recommendations

• Large deviation principle for moderate deviation probabilities of bootstrap empirical measures
• Large deviations for bootstrapped empirical measures
• A large deviation principle for bootstrapped sample means

Cited in

(27)

• Large deviations for stable Itô equations
• Bahadur slope of the \(t\)-statistic for a contaminated normal
• Large deviations for mixtures
• Large deviation analysis of the single server queue
• Large deviations for fractional Poisson processes
• Pathwise asymptotics for Volterra type stochastic volatility models
• Large deviations of mean-field interacting particle systems in a fast varying environment
• Large deviations for conditionally Gaussian processes: estimates of level crossing probability
• Stochastic processes in random graphs
• Large deviations for proportions of observations which fall in random sets determined by order statistics
• A large deviations principle for infinite-server queues in a random environment
• Functional large deviations for Cox processes and \(Cox / G / \infty\) queues, with a biological application
• Large deviations for some non-standard telegraph processes
• On large deviations of coupled diffusions with time scale separation
• Exact asymptotics of sample-mean-related rare-event probabilities
• Large deviations for bootstrapped empirical measures
• On asymptotically efficient simulation of large deviation probabilities
• On the reduction of a random basis
• Asymptotic results for certain first-passage times and areas of renewal processes
• Asymptotics for multifactor Volterra type stochastic volatility models
• Asymptotic results for sums and extremes
• LDP for the covariance process in fully connected Gaussian neural networks
• Large deviations of Gaussian neural networks with ReLu activation
• Large deviations of one-hidden-layer neural networks
• Large and moderate deviations for Gaussian neural networks
• Some large deviations principles for time-changed Gaussian processes
• Large deviation principle for moderate deviation probabilities of bootstrap empirical measures

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