Strong large deviations for arbitrary sequences of random variables

DOI10.1007/S10463-012-0361-1MaRDI QIDQ1934481zbMATH OpenOpenAlexFDO

Authors Cyrille Joutard

Publication date 28 January 2013

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-012-0361-1

zbMATH Keywords

large deviationssample varianceBahadur-Rao theoremKendall tau statisticWilcoxon signed-rank statistic

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Large deviations (60F10)

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Cites work

• scientific article; zbMATH DE number 3647917 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Alternative Efficiencies for Signed Rank Tests
• Asymptotic expansions and large deviations in estimation of an Ornstein-Uhlenbeck model
• Large Deviation Probabilities for Weighted Sums
• Large Deviations Limit Theorems for the Kernel Density Estimator
• Large deviation local limit theorems for arbitrary sequences of random variables
• Large deviation properties for empirical quantile-type production functions
• Multidimensional strong large deviation theorems
• On Deviations of the Sample Mean
• On the Probability of Large Deviations and Exact Slopes
• Sharp Large Deviations for the Ornstein--Uhlenbeck Process
• Sharp large deviations for Gaussian quadratic forms with applications
• Sharp large deviations in nonparametric estimation
• Strong large deviation and local limit theorems
• The Probability in the Extreme Tail of a Convolution
• The bootstrap and Edgeworth expansion

Cited in

(12)

• Cramér type moderate deviations for random fields
• Large deviation local limit theorems for arbitrary sequences of random variables
• Characterization of large deviation probabilities for regenerative sequences
• A strong large deviation theorem
• Sharp large deviations under Bernstein's condition
• Higher order asymptotics for large deviations. I
• Asymptotic tail approximations for some nonparametric test statistics
• Multidimensional strong large deviation results
• Asymptotic approximations for some distributions of ratios
• Large deviation approximations for the Mann-Whitney statistic and the Jonckheere-Terpstra statistic
• Sharp large deviation results for sums of independent random variables
• Asymptotic approximation for the probability density function of an arbitrary sequence of random variables

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