On Asymptotically Efficient Statistical Inference for Moderate Deviation Probabilities-Reference-Cited by-同舟云学术

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On Asymptotically Efficient Statistical Inference for Moderate Deviation Probabilities

Published:2004-01 Issue:4 Volume:48 Page:622-641
ISSN:0040-585X
Container-title:Theory of Probability & Its Applications
language:en
Short-container-title:Theory Probab. Appl.

Author:

Ermakov M. S.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://epubs.siam.org/doi/pdf/10.1137/S0040585X97980701

Reference17 articles.

1. Probabilities of Large Deviations for U-Statistics and von Mises Functionals

2. Lower Bounds for Probabilities of Large Deviations for Sums of Independent Random Variables

3. Large Deviations and Statistical Invariance Principle

4. A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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