scientific article; zbMATH DE number 3285848
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Publication:5568451
zbMATH Open0178.53802MaRDI QIDQ5568451FDOQ5568451
Authors: J. Sethurman, Herman Rubin 
Publication date: 1965
Title of this publication is not available (Why is that?)
Cited In (36)
- Probabilities of moderate deviations under m‐dependence
- The asymptotic distributions of the largest entries of sample correlation matrices.
- Moderate deviation principles for stochastic differential equations with jumps
- Moderate and Cramér-type large deviation theorems for M-estimators
- Data-driven smooth tests for a location-scale family revisited
- \(U\)-statistics in Banach spaces
- A moderate deviation for associated random variables
- Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences
- Exponential tail bounds for chisquared random variables
- Data driven smooth tests for bivariate normality
- Edgeworth expansions for weakly dependent random variables
- Some strong limit theorems for the largest entries of sample correlation matrices
- Modeling the variability of rankings
- Tail probability approximation for \(U\)-statistics
- Tilting methods for assessing the influence of components in a classifier
- Moderate deviation principles for moving average processes of real stationary sequences
- On moderate deviations for martingales
- Large deviation probabilities for certain dependent processes
- Large deviations and asymptotic efficiency of statistics of integral type. I
- Diophantine approximations and local limit theorem in \(\mathbb R^d\)
- A new method to prove strassen type laws of invariance principle. 1
- Some asymptotic results for the branching process with immigration
- A consistent model selection procedure for Markov random fields based on penalized pseudolikelihood
- Small-time moderate deviations for the randomised Heston model
- Some contributions to the asymptotic theory of Bayes solutions
- Narrow zones of integral normal convergence
- An asymptotic expansion for probabilities of moderate deviations for multivariate martingales
- On the probabilities of moderate deviations for combinatorial sums
- On probabilities of moderate deviations of sums for independent random variables
- Cramér-type moderate deviations for intermediate trimmed means
- Using the bootstrap to quantify the authority of an empirical ranking
- Cramér type moderate deviations for random fields
- Probabilities of moderate deviations in the multidimensional case
- On moderate deviations
- The law of the iterated logarithm and probabilities of moderate deviations of sums of dependent random variables
- On the asymptotic behavior of probabilities of moderate deviations for combinatorial sums
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