Large deviation principle for generalized quantile functions

zbMATH Open1132.62324MaRDI QIDQ876791FDOQ876791

Tomasz Schreiber

Publication date: 27 April 2007

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

convex setselliptically contoured distributionsempirical measuresSanov's theoremgeneralized quantile functions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)

Cited In (2)

• Large deviation properties for empirical quantile-type production functions
• Minimum volume sets and generalized quantile processes

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