Moderately large deviations and expansions of large deviations for some functionals of weighted empirical processes

DOI10.1214/AOP/1176989137zbMATH Open0786.60027OpenAlexW1991573001MaRDI QIDQ688074FDOQ688074

Authors: T. Inglot, Teresa Ledwina 

Publication date: 21 April 1994

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989137

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zbMATH Keywords

large deviationsBrownian bridgediscrete stochastic controlmoderately large deviations

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20)

Cited In (13)

• Strong moderate deviation theorems
• Nonparametric tests for stochastic ordering
• Data-driven smooth tests for a location-scale family revisited
• Large deviations application to Billingsley's example
• Intermediate efficiency by shifting alternatives and evaluation of power
• On probabilities of excessive deviations for Kolmogorov-Smirnov, Cramér-von Mises and chi-square statistics
• Vanishing shortcoming and asymptotic relative efficiency.
• Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
• Intermediate efficiency of some weighted goodness-of-fit statistics
• Large and moderate deviations of empirical processes with nonstandard rates
• Title not available (Why is that?)
• On conditions of Bahadur local asymptotic optimality of weighted Kolmogorov-Smirnov statistics
• Tail behaviour of Gaussian processes with applications to the Brownian pillow.

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