✦ LIBER ✦

Large and moderate deviations for L-statistics

✍ Scribed by A. Aleskeviciene

Publisher: Springer
Year: 1992
Tongue: English
Weight: 515 KB
Volume: 31
Category: Article
ISSN: 0363-1672
DOI: 10.1007/bf00970812

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Probabilities of large deviations for L-

Probabilities of large deviations for L-statistics

✍ V. Bentkus; R. Zitikis 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 408 KB

Large deviations for U-statistics

✍ Miguel A Arcones 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 121 KB

Probabilities of large and moderate devi

Probabilities of large and moderate deviations for maximum likelihood estimates

✍ M. é. Radavichyus 📂 Article 📅 1984 🏛 Springer US 🌐 English ⚖ 616 KB

Large deviation probabilities for order

Large deviation probabilities for order statistics

✍ Stephen A. Book 📂 Article 📅 1971 🏛 John Wiley and Sons 🌐 English ⚖ 178 KB

Cramer type large deviations for student

Cramer type large deviations for studentized U-statistics

✍ M. Vandemaele; N. Veraverbeke 📂 Article 📅 1985 🏛 Springer 🌐 English ⚖ 394 KB

Large and moderate deviations upper boun

Large and moderate deviations upper bounds for the Gaussian autoregressive process

✍ Julien Worms 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 108 KB

We study the least-squares estimator in the scalar autoregressive model of order 1 with Gaussian noise and arbitrary ÿxed initial state. Upper bounds of both large and moderate deviations principles are achieved in the unstable and explosive frameworks. The moderate deviations results are consistent