Moderate deviations of empirical processes

被引：0

作者：

Arcones, MA ^{[1
]}

机构：

[1] SUNY Binghamton, Dept Math Sci, Binghamton, NY 13902 USA

来源：

STOCHASTIC INEQUALITIES AND APPLICATIONS | 2003年 / 56卷

关键词：

moderate deviations; empirical processes; Banach space valued r.v.'s;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We give necessary and sufficient conditions for the moderate deviations of empirical processes and of sums of i.i.d. random vectors with values in a separable Banach space. Our approach is based on a characterization of the large deviation principle using the large deviations of the finite dimensional distributions plus an asymptotic exponential equicontinuity condition.

引用

页码：189 / 212

页数：24

共 50 条

[31] Moderate deviations for empirical measures of Markov chains: Upper bounds
de Acosta, A
Chen, X
[J]. JOURNAL OF THEORETICAL PROBABILITY, 1998, 11 (04) : 1075 - 1110
[32] Moderate deviations of generalized method of moments and empirical likelihood estimators
Otsu, Taisuke
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2011, 102 (08) : 1203 - 1216
[33] Large deviations for empirical processes of interacting particle systems
Chen, JW
[J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 2001, 34 (08): : 1603 - 1610
[34] ASYMPTOTIC DEVIATIONS BETWEEN PERTURBED EMPIRICAL AND QUANTILE PROCESSES
RALESCU, SS
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1992, 32 (02) : 243 - 258
[35] MODERATE LARGE DEVIATIONS PRINCIPLES FOR TRAJECTORIES OF COMPOUND RENEWAL PROCESSES
Borovkov, A. A.
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2019, 64 (02) : 324 - 333
[36] MODERATE DEVIATIONS FOR SOME WEAKLY DEPENDENT RANDOM-PROCESSES
JIANG, TF
WANG, XC
RAO, MB
[J]. STATISTICS & PROBABILITY LETTERS, 1992, 15 (01) : 71 - 76
[37] Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions
Hacène Djellout
Arnaud Guillin
Liming Wu
[J]. Statistical Inference for Stochastic Processes, 1999, 2 (3) : 195 - 225
[38] Convergence rates for probabilities of moderate deviations for moving average processes
Chen, Ping Yan
Wang, Ding Cheng
[J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2008, 24 (04) : 611 - 622
[39] Small perturbation Cramer methods and moderate deviations for Markov processes
Gao, FQ
[J]. ACTA MATHEMATICA SCIENTIA, 1995, 15 (04) : 394 - 405
[40] Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging
Guillin, A
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2001, 92 (02) : 287 - 313

← 1 2 3 4 5 →