On approximating probabilities for small and large deviations in \(R^{d1}\)

DOI10.1214/aop/1176990856zbMath0704.60018OpenAlexW2036628432MaRDI QIDQ917144

Thomas Höglund, Lars Holst, John Robinson, Malcolm Quine

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1214/aop/1176990856

zbMATH Keywords

central limit theoremEdgeworth expansionsrandom sums of independent non-identically distributed random variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (19)

Nonparametric tests for multi-parameter \(M\)-estimators ⋮ Multidimensional strong large deviation theorems ⋮ Multidimensional strong large deviation results ⋮ Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Conditional saddlepoint approximations for non--continuous and non--lattice distributions ⋮ Conditional large deviations for density case ⋮ Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests ⋮ Saddlepoint approximations for multinomial distributions,with applications to the joint ⋮ A new permutation test statistic for K‐sample multivariate designs ⋮ Estimation in discrete parameter models ⋮ Bartlett identities and large deviations in likelihood theory ⋮ Asymptotic tail approximations for some nonparametric test statistics ⋮ Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy ⋮ Asymptotic approximations for some distributions of ratios ⋮ The density of multivariate \(M\)-estimates. ⋮ Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations ⋮ Saddlepoint expansions in linear regression. ⋮ Representations, bounds and approximations for tail probabilites of multivariate non-central hypergeometric and negative hypergeometric distributions

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