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Precise Large Deviations for Long-Tailed Distributions

โœ Scribed by Fotis Loukissas


Book ID
118804268
Publisher
Springer US
Year
2011
Tongue
English
Weight
405 KB
Volume
25
Category
Article
ISSN
0894-9840

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Large deviations for kernel-type empiric
โœ Takuhisa Shikimi ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 96 KB

We prove a large deviation principle for kernel-type empirical distributions. We introduce a metric in the space of distributions on R d so as to give a simple proof of the principle of large deviation. As an application, we show a smoothed version of the Dvoretzky-Kiefer-Wolfowitz inequality.