A strong large deviation theorem |
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Authors: | C Joutard |
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Institution: | 14108. Univ. Montpellier 3 and Inst. Math. et Modélisation de Montpellier (I3M), Montpellier, France
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Abstract: | We prove a strong large deviation theorem for an arbitrary sequence of random variables, that is, we establish a full asymptotic expansion of large deviation type for the tail probabilities. An Edgeworth expansion is required to derive the result. We illustrate our theorem with two statistical applications: the sample variance and the kernel density estimator. |
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