Limiting values of large deviation probabilities of quadratic statistics

DOI10.1016/0047-259X(90)90023-BzbMath0713.62053MaRDI QIDQ750050

Wilbert C. M. Kallenberg, G. A. M. Jeurnink

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

integral operatorquadratic functionalseigenfunctionsKullback-Leibler informationlargest eigenvalueBahadur efficiencylikelihood ratio testsquadratic statisticsHilbert-Schmidt operatorNeyman's smooth testAnderson-Darling statisticgeneralized Cramér-von Mises statisticlocal limits of large deviation probabilitiessums of k-dimensional random vectors

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)

Related Items (1)

Large deviations of degenerate Mises functionals.

Cites Work

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• Approximation Theorems of Mathematical Statistics
• On netman-type smooth tests of fit
• On a Measure of Test Efficiency Proposed by R. R. Bahadur
• On the Optimum Rate of Transmitting Information

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