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Importance Sampling for Simulation of Large and Moderate Deviation Probabilities of Tests and Estimators

✍ Scribed by Ermakov, M. S.


Book ID
118219820
Publisher
Society for Industrial and Applied Mathematics
Year
2007
Tongue
English
Weight
180 KB
Volume
51
Category
Article
ISSN
0040-585X

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πŸ“œ SIMILAR VOLUMES


Large deviations probabilities for a tes
✍ Anna V. Osmoukhina πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 100 KB

The goal is to prove large deviations limit theorems for statistics, which are based on kernel density estimator and which are designed for symmetry testing. The formulas for the rate functions of the pointwise di erence and the uniform norm of the di erence are expressed in terms of the underlying