Publication:4445179
From MaRDI portal
zbMath1061.60022MaRDI QIDQ4445179
Publication date: 28 January 2004
Related Items
Moderate deviation principles for importance sampling estimators of risk measures, High-dimensional limit theorems for random vectors in ℓpn-balls. II, Moderate Deviations and Invariance Principles for Sample Average Approximations, Delta method in large deviations and moderate deviations for estimators, Asymptotic behavior of the empirical conditional value-at-risk, A Bernstein type inequality and moderate deviations for weakly dependent sequences, Moderate deviation principles for stochastic differential equations with jumps, Large deviation principle for moderate deviation probabilities of bootstrap empirical measures, On probabilities of moderate deviations of empirical measures for contiguous distributions