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A generalization of Cramér large deviations for martingales

✍ Scribed by Fan, Xiequan; Grama, Ion; Liu, Quansheng

Book ID
127236313
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
240 KB
Volume
352
Category
Article
ISSN
1631-073X

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Contiguous alternatives which preserve C
Contiguous alternatives which preserve Cramér-type large deviations for a general class of statistics
✍ Tiee-Jian Wu 📂 Article 📅 1989 🏛 Springer Japan 🌐 English ⚖ 498 KB

Let PN and QN, N>\_ 1, be two possible probability distributions of a random vector Xu = (Xm .... ,XNN), whose components are N independent. Suppose PN and QN have respective densities ps = iH=~f(xNi --N N ON) and qN ----i ~=l = f(xNi-ONi), where ON = N-1 i=1 y' ONi, such that ~i~umax [ONi-ON[ = O(N