Berry-Esseen type estimates for large deviation probabilities
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Publication:684539
zbMATH Open0778.60018MaRDI QIDQ684539FDOQ684539
Authors: A. I. Sakhanenko
Publication date: 21 September 1993
Published in: Siberian Mathematical Journal (Search for Journal in Brave)
asymptotic expansionsBerry-Esseen inequalitylarge deviation probabilityCramer transformCramer's series
Large deviations (60F10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Cited In (15)
- A fast trans-lasso algorithm with penalized weighted score function
- Sharp large deviation results for sums of independent random variables
- Density estimation by wavelet thresholding
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- Berry-esseen type theorems for sequential density estimation
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- 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 functionals of Markov chain
- Self-normalized Cramér type moderate deviations for the maximum of sums
- 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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