Berry-Esseen type estimates for large deviation probabilities

MaRDI QIDQ684539zbMATH OpenFDO

Authors A. I. Sakhanenko

Publication date 21 September 1993

Published in Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionsBerry-Esseen inequalitylarge deviation probabilityCramer transformCramer's series

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cited in

(15)

• Sharp large deviation results for sums of independent random variables
• A fast trans-lasso algorithm with penalized weighted score function
• Density estimation by wavelet thresholding
• scientific article; zbMATH DE number 38824 (Why is no real title available?)
• scientific article; zbMATH DE number 5372264 (Why is no real title available?)
• Berry-esseen type theorems for sequential density estimation
• A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests
• Estimates of Berry-Esseen type for probabilities of large deviations under violation of the Cramér condition
• Berry-Esseen bounds and Cramér-type large deviations for the volume distribution of Poisson cylinder processes
• Variable selection for sparse logistic regression
• Self-normalized Cramér type moderate deviations for the maximum of sums
• Self-normalized Cramér-type moderate deviations for functionals of Markov chain
• A Berry-Esseen type estimate for a weakly associated vector random field
• Sparse Poisson regression with penalized weighted score function
• Sharp large deviations for sums of bounded from above random variables

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