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Nonparametric estimation in mixing sequences of random variables

โœ Scribed by George G. Roussas


Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
790 KB
Volume
18
Category
Article
ISSN
0378-3758

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Using the compactness in large deviation theory, this note describes a large deviation upper bound by a lower semicontinuous function. It then obtains a characterization for exponential convergence and discusses exponential convergence rates.